gts: Create a simts TS object using time series data

In simts: Time Series Analysis Tools

Create a simts TS object using time series data

Description

Takes a time series and turns it into a time series oriented object that can be used for summary and graphing functions in the simts package.

Usage

gts(
  data,
  start = 0,
  end = NULL,
  freq = 1,
  unit_ts = NULL,
  unit_time = NULL,
  name_ts = NULL,
  name_time = NULL,
  data_name = NULL,
  Time = NULL,
  time_format = NULL
)

Arguments

data	A one-column matrix, data.frame, or a numeric vector.
start	A numeric that provides the time of the first observation.
end	A numeric that provides the time of the last observation.
freq	A numeric that provides the rate/frequency at which the time series is sampled. The default value is 1.
unit_ts	A string that contains the unit of measure of the time series. The default value is NULL.
unit_time	A string that contains the unit of measure of the time. The default value is NULL.
name_ts	A string that provides an identifier for the time series data. Default value is NULL.
name_time	A string that provides an identifier for the time. Default value is NULL.
data_name	A string that contains the name of the time series data.
Time	A numeric or character vector containing the times of observations. Default value is NULL. See x object in as.Date function.
time_format	A string specifiying the format of 'Time'. If not provided, 'Time' is assumed to be all integers. Default value is NULL. See format argument in as.Date function.

Value

A gts object

Author(s)

James Balamuta and Wenchao Yang

Examples

m = data.frame(rnorm(50))
x = gts(m, unit_time = 'sec', name_ts = 'example')
plot(x)

x = gen_gts(50, WN(sigma2 = 1))
x = gts(x, freq = 100, unit_time = 'sec')
plot(x)

simts documentation built on Aug. 31, 2023, 5:07 p.m.