pcts-methods: Create objects from periodic time series classes

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

Create objects from periodic time series classes

Description

Create objects from periodic time series classes.

Usage

pcts(x, nseasons, start, ..., keep = FALSE)

Arguments

x	a time series.
nseasons	number of seasons. This argument is ignored by some methods.
start	the starting time of the time series, can be a (cycle, season) pair or any object that can be converted to datetime.
keep	if TRUE and x is from class "ts", "mts", "zoo", or "zooreg", create a periodic object inheriting from that class.
...	further arguments to be passed on to methods.

Details

pcts creates periodic time series objects inheriting from "PeriodicTimeSeries". The particular class depends on arguments x and, in some cases, keep. The idea is that in normal use the user does not care about the particular class. See section ‘Methods’ for further details.

Familiar functions from base-R work with the objects created by pcts. The help page window describes such methods and gives examples.

There are also methods for as for conversion to and from the time series classes defined in package pcts.

Value

an object inheriting from "PeriodicTimeSeries", the defaults are "PeriodicTS" for univariate and "PeriodicMTS" and for multivariate time series.

Methods

signature(x = "numeric", nseasons = "missing")

signature(x = "numeric", nseasons = "numeric")

signature(x = "numeric", nseasons = "BasicCycle")

Creates an object of class "PeriodicTS", the native class for univariate periodic time series in package "pcts".

signature(x = "matrix", nseasons = "missing")

signature(x = "matrix", nseasons = "numeric")

signature(x = "matrix", nseasons = "BasicCycle")

Creates an object of class "PeriodicMTS", the native class for multivariate periodic time series in package "pcts".

signature(x = "data.frame", nseasons = "ANY")

Currently this just converts x to matrix and calls pcts recursively. See the methods with x = "matrix" in the signature.

signature(x = "ts", nseasons = "missing")

signature(x = "ts", nseasons = "numeric")

If keep = TRUE creates an object of class "PeriodicTS_ts", otherwise the result is from "PeriodicTS". The number of seasons is taken from the "mts" object.

signature(x = "mts", nseasons = "missing")

signature(x = "mts", nseasons = "numeric")

If keep = TRUE creates an object of class "PeriodicMTS_ts", otherwise the result is from "PeriodicMTS". The number of seasons is taken from the "ts" object.

signature(x = "xtsORzoo", nseasons = "missing")

x needs to be a regular time series, possibly with missing values for some times (technically, zoo::is.regular(x) should give TRUE). For daily time series, the cycle is taken to be day of week or a subcycle of it, most commonly Monday-Friday. The implementation of this method is incomplete but for daily data should work as described.

Author(s)

Georgi N. Boshnakov

See Also

PeriodicTS, PeriodicMTS, the two main periodic time series classes in the package;

dataFranses1996, Fraser2017, four_stocks_since2016_01_01 for further examples;

window for extraction of subsets;

pcApply for applying a function to each season;

Vec, tsVec, pcMatrix for extraction of the core data

Examples

## convert a ts object, no need for further info
pcts(AirPassengers, 12)

## numeric
v24 <- rnorm(24)
pcts(v24, nseasons = 4)          # generic seasons
pcts(v24, nseasons = BuiltinCycle(4)) # Quarter/Year
ts1 <- pcts(v24, nseasons = BuiltinCycle(4), c(2006, 1)) # Quarter/Year with dates

## select subset of the seasons
window(ts1, seasons = 3:4)

## matrix, multivariate pcts
m24 <- matrix(v24, ncol =3)
colnames(m24) <- c("A", "B", "C")
pcts(m24, nseasons = 4)          # generic seasons
pcts(m24, nseasons = BuiltinCycle(4)) # Quarter/Year
mts1 <- pcts(m24, nseasons = BuiltinCycle(4), c(2006, 1)) # Quarter/Year with dates
mts1

## select subset of the seasons for mutivariate
window(mts1, seasons = 3:4)

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