Description Usage Arguments Details Value Author(s) See Also Examples
create an fts object by specifying index and data
1 |
index |
a vector of dates |
data |
a matrix, dataframe, or vector |
fts is an S3 class in which the fts object is represented as a native R matrix and the dates are attached as an attribute to the matrix
a fts object
Whit Armstrong
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | x <- fts(index=seq(from=Sys.Date(),by="months",length.out=24),data=1:24)
y <- fts(index=seq(from=Sys.Date(),by="months",length.out=12),data=13:24)
xx <- x[1:10,]
## intersection of dates is taken for Arith methods
xyp <- x + y
xys <- x - y
xym <- x * y
xyd <- x / y
xyg <- x > y
xyl <- x < y
cxy <- cbind(x,y)
rxy <- rbind(x,y)
print(x)
plot(x)
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