tsComplete: Completes a series with data from anothe series or by...

In fcbarbi/macroR: Functions for Macroeconomic time series analysis in R

Description

Function to complete a time-indexed series (either ts or zoo) by combining it with another series to avoid NAs. The function has a third argument "fill" to chose whether to leave NA, interpolate or repeate the last value when both vectors are missing.

Usage

tsComplete(x, y, fill = "fill")

Arguments

x	main data series (either ts or zoo) to be completed for missing observations.
y	secondary series (either ts or zoo) to use only when missing in the main series.
fill	method to treat NA's after combining x and y, can be "na","fill","interpolate" or "repeat"

Details

Supports both ts and zoo. Converts to zoo if one of the parameters is zoo.

Value

Returns either a ts (default) or zoo object.

Examples

a  <- c(NA, 1, 2,NA,NA, 5,NA)
b  <- c(   NA,12,NA,13,NA,15,16)
a2 <- ts(a,start=c(2000,1),freq=4)
b2 <- ts(b,start=c(2000,2),freq=4)
b3 <- zoo::as.zoo(b2)
aa  <- tsComplete(a2)
ab1 <- tsComplete(a2,b2)
ab2 <- tsComplete(a2,b2,fill="na")
ab3 <- tsComplete(a2,b3)
ab4 <- tsComplete(a2,b3,fill="fill")

fcbarbi/macroR documentation built on May 16, 2019, 12:05 p.m.