define.sum: define.sum

In marima: Multivariate ARIMA and ARIMA-X Analysis

Description

Function to aggregate multivariate time series. Reverse of function 'define.dif'.

Usage

define.sum(series = NULL, difference = NULL, averages = 0)

Arguments

series	series to be summed up.
difference	differencing pattern (see define.dif).
averages	of the individual series that (usually) have been subtracted when differencing the time series (if so, the averages are supplied in the output from define.dif(...).

Value

sum.series the summed series.

Examples

set.seed(4711)
y <- round(matrix(100*rnorm(48), nrow=4))
difference=matrix(c(1, 1,  1, 1,  2, 1,  3, 6), nrow=2)
dy <- define.dif(y, difference)$dif.series
averages <- define.dif(y, difference)$averages
sum.y <- define.sum(dy, difference, averages)$series.sum
y
dy
averages
sum.y

marima documentation built on May 2, 2019, 2:10 p.m.