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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# .modelSeries Models a timeSeries object to use formulas
################################################################################
.modelSeries <-
function(formula, data, fake = FALSE, lhs = FALSE)
{
# A function implemented by Diethelm Wuertz
# Arguments:
# formula -
# data - a timeSeries, a data.frame or a numeric vector
# fake -
# lhs -
# Details:
# Time Series Modelling
# Regression Modelling
# Data Management
# FUNCTION:
# If no respnonse is pecified:
if (length(formula) == 2) {
formula = as.formula(paste("x", formula[1], formula[2], collapse = ""))
stopifnot(!missing(data))
}
# Isf data is missing, take the first data set from the search path:
if (missing(data)) {
data = eval(parse(text = search()[2]), parent.frame())
}
if (is.numeric(data)) {
data = data.frame(data)
colnames(data) = all.vars(formula)[1]
lhs = TRUE
}
# If we consider a faked formula:
if (fake) {
response = as.character(formula)[2]
Call = as.character(match.call()[[2]][[3]])
method = Call[1]
predictors = Call[2]
formula = as.formula(paste(response, "~", predictors))
}
# If only left hand side is required:
if (lhs) {
response = as.character(formula)[2]
formula = as.formula(paste(response, "~", 1))
}
# Create Model Data:
x = model.frame(formula, data)
# Convert:
if (class(data) == "timeSeries") x = timeSeries(x)
if (fake) attr(x, "control") <- method
# Return value:
x
}
################################################################################
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