ConvertData: Generic function to convert time series data

In evandeilton/cvforecast: Multiple forecasts based on CrossValidation

Description

Suport several data types included, data.frame(date, value), xts, zoo, ts or numeric. If numeric data are input, R try to build a date pattern for output in case of outType is defined as "xts" or "df", otherwise it returns a ts object.

Usage

ConvertData(Data, tsfrequency = "day",
  dateformat = "%d/%m/%Y %H:%M:%S", OutType = "ts",
  OutlierClean = TRUE, tz = Sys.getenv("TZ"), ...)

Arguments

Data	input data set
tsfrequency	data frequency. It can be "year", "month", "day", "hour", "min" or "sec"
dateformat	format for dates in case of data.frame data. See strptime for more information and examples
OutlierClean	if TRUE compute outliers clean. See tsclean
tz	timezone. Default is the system tz
...	extra args
outType	output format os converted data. It can be "ts" "xts" or "df" data.frame

Author(s)

LOPES, J. E.

Examples

data(datasample)
ConvertData(datasample[,1:3], tsfrequency="day", dateformat='%d/%m/%Y %H:%M:%S',outType = "ts")
ConvertData(datasample[,1:3], tsfrequency="day", dateformat='%d/%m/%Y %H:%M:%S',outType = "xts")
#ConvertData(AirPassengers, tsfrequency = "month")
#ConvertData(rnorm(30), tsfrequency = "month")
#ConvertData(rnorm(30), tsfrequency = "month", outType = "xts")

evandeilton/cvforecast documentation built on May 16, 2019, 9:36 a.m.