tsCombine: Combine multiple sequential time series

Description Usage Arguments Details Value Author(s) Examples

View source: R/helper.R


Combine multiple ts objects into a single ts object. It is assumed that the ts objects provided are sequential. In other words, it is assumed that a valid time series object can actually be constructed from the provided objects. The start time and frequency of the combined object will correspond to the start time and frequency of the first provided object





ts objects to combine


Combine sequential time series objects into a single time series object. This might be useful, for example, when you want to combine the training and validation time series objects for plotting. The function assumes that the provided objects have no overlap. For example, a valid argument set would have two time series with periods from Jan-Dec 2015 and Jan-Dec 2016. An invalid set would be two time series t1 and t2 with periods from Jan-Dec 2015 and Aug 2015-Dec 2016 respectively. In that case, there is overlap between t1 and t2. The return value will depend on the order in which the arguments are provided. If the function call is tsCombine(t1, t2), the overlapping portion of t1 and t2 (Aug-Dec 2015 in this example), would have values from t1 as long as they are not NA. If the call is tsCombine(t2, t1), it will have values from t2 as long as they are not NA.


A combined ts object generated from the individual ts objects


Ganesh Krishnan


tsCombine(window(AirPassengers, end = c(1951, 12)), window(AirPassengers, start = c(1952, 1)))

forecastHybrid documentation built on July 23, 2018, 1 a.m.