long_to_ts: Transform a long format data.frame of time series to a tslist

In tstools: A Time Series Toolbox for Official Statistics

Transform a long format data.frame of time series to a tslist

Description

The data.frame must have three columns "date", "value" and "series" (identifying the time series)

Usage

long_to_ts(
  data,
  keep_last_freq_only = FALSE,
  force_xts = FALSE,
  strip_nas = TRUE
)

Arguments

data	data.frame The data.frame to be transformed
keep_last_freq_only	in case there is a frequency change in a time series, should only the part of the series be returned that has the same frequency as the last observation. This is useful when data start out crappy and then stabilize
force_xts	logical
strip_nas	logical should NAs be stripped (no leading and trailing nas) ?

tstools documentation built on June 7, 2023, 5:13 p.m.