# fin-periodical: End-of-Period Series, Stats, and Benchmarks In timeSeries: Financial Time Series Objects (Rmetrics)

## Description

Computes perodical statistics back to a given period.

## Usage

 ```1 2 3 4 5 6 7 8 9``` ```endOfPeriodSeries(x, nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD")) endOfPeriodStats(x, nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD")) endOfPeriodBenchmarks(x, benchmark = ncol(x), nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD")) ```

## Arguments

 `x` an end-of-month recorded multivariate 'timeSeries' object. One of the columns holds the benchmark series specified by the argument `benchmark`, By defauklt this is the last column of `x`. `nYearsBack` a period string. How long back should the series be treated? Options include values from 1 year to 10 years, and year-to-date: "1y", "2y", "3y", "5y", "10y", "YTD". `benchmark` an integer giving the position of the benchmar series in `x`.

## Details

The function `endOfPeriodSeries` returns series back to a given period.
The function `endOfPeriodStats` returns statistics back to a given period.
The function `endOfPeriodBenchmarks` returns benchmarks back to a given period.

`x` must be end of month data. Note you can create such series using for example the functions: `align`, `alignDailySeries`, `daily2monthly`.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14``` ```## Load Series: Column 1:3 Swiss Market, Column 8 (4) Benchmark x <- 100 * LPP2005REC[, c(1:3, 8)] colnames(x) x <- daily2monthly(x) x ## Get the Monthly Series - endOfPeriodSeries(x, nYearsBack="1y") ## Compute the Monthly Statistics - endOfPeriodStats(x, nYearsBack="1y") ## Compute the Benchmark - endOfPeriodBenchmarks(x, benchmark=4) ```

timeSeries documentation built on Jan. 25, 2020, 1:07 a.m.