PeriodicMTS-class: Class '"PeriodicMTS"'

In GeoBosh/pcts: Periodically Correlated and Periodically Integrated Time Series

Class "PeriodicMTS"

Description

Class "PeriodicMTS" is the main class for multivariate periodic time series in package "pcts".

Objects from the Class

Objects can be created by calls of the form new("PeriodicMTS", ...) but it is recommended to use the function pcts in most cases.

Slots

.Data:

Object of class "matrix", the core data. Several functions can be used to extract it in various formats, see Vec.

cycle:

Object of class "BasicCycle", representing the seasonal information, see pcCycle.

pcstart:

Object of class "ANY", the time of the first observation.

Extends

Class "PeriodicTimeSeries", directly. Class "matrix", from data part. Class "Cyclic", by class "PeriodicTimeSeries", distance 2. Class "array", by class "matrix", distance 2. Class "mMatrix", by class "matrix", distance 2. Class "optionalMatrix", by class "matrix", distance 2. Class "structure", by class "matrix", distance 3. Class "vector", by class "matrix", distance 4, with explicit coerce.

Methods

$

signature(x = "PeriodicMTS"): ...

[

signature(x = "PeriodicMTS", i = "missing", j = "missing", drop = "ANY"): ...

[

signature(x = "PeriodicMTS", i = "ANY", j = "missing", drop = "ANY"): ...

[

signature(x = "PeriodicMTS", i = "ANY", j = "ANY", drop = "ANY"): ...

[

signature(x = "PeriodicMTS", i = "AnyDateTime", j = "missing", drop = "ANY"): ...

[

signature(x = "PeriodicMTS", i = "AnyDateTime", j = "ANY", drop = "ANY"): ...

[[

signature(x = "PeriodicMTS", i = "ANY", j = "ANY"): ...

coerce

signature(from = "mts", to = "PeriodicMTS"): ...

coerce

signature(from = "PeriodicMTS", to = "ts"): ...

coerce

signature(from = "ts", to = "PeriodicMTS"): ...

coerce

signature(from = "PeriodicMTS", to = "Cyclic"): ...

coerce<-

signature(from = "PeriodicMTS", to = "Cyclic"): ...

plot

signature(x = "PeriodicMTS", y = "missing"): ...

show

signature(object = "PeriodicMTS"): ...

summary

signature(object = "PeriodicMTS"): ...

fitPM

signature(model = "PeriodicArModel", x = "PeriodicMTS"): ...

pcApply

signature(object = "PeriodicMTS"): ...

pcMean

signature(object = "PeriodicMTS"): ...

See Also

class PeriodicTS (univariate periodic time series),

pcts (create periodic time series),

dataFranses1996 and pcts-package for examples

Examples

pcfr <- pcts(dataFranses1996)
colnames(pcfr)[4] # "GermanyGNP"

## extracting single time series as univariate 
class(pcfr[[4]]) # "PeriodicTS"
identical(pcfr[[4]], pcfr$GermanyGNP )     # TRUE
identical(pcfr[[4]], pcfr[["GermanyGNP"]]) # TRUE
plot(pcfr[[4]])

## ... and as multivariate
pcfr[4] #  "PeriodicMTS"
plot(pcfr[4])

## extracting more than one time series
plot(pcfr[2:4])
summary(pcfr[2:4])

pcfr2 <- pcfr[[2]]
plot(pcfr2)

GeoBosh/pcts documentation built on Dec. 8, 2023, 9:57 p.m.