add.price: Add price response

In jdanielnd/tsgen: Time series generator

Description

Add price response to the series regarding the parameters

Usage

add.price(tser, elast, random.price=FALSE, inf.limit=NULL, sup.limit=NULL, p.vec=NULL)

Arguments

tser	time series which price response will be added
elast	can be either a number, or a vector. If it's a vector, a loess will be adjusted to it, generating values of seasonality for each observation.
random.price	TRUE or FALSE depending on whether the price should be random, or a loess fitted vector.
inf.limit	inferior limit of price when it's random.
sup.limit	superior limit of price when it's random.
p.vec	vector of prices to be fitted by loess

Value

returns the time series with price response

Examples

set.seed(123)
kp <- c(100,110,140,120,90)
bs <- basic.series(kp, start=c(2008,1))
bss <- add.season(bs)
add.price(bss, -2, random.price=TRUE, 2, 10)
add.price(bss, c(-2,-3,-2,-1), random.price=FALSE, p.vec=c(4,2,5,7,10))

jdanielnd/tsgen documentation built on May 18, 2019, 10:26 p.m.