sigex.daily2weekly: Embeds a daily time series as a weekly time series

In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Embeds a daily time series as a weekly time series

Description

Embeds a daily time series as a weekly time series

Usage

sigex.daily2weekly(data.ts, first.day, start.date)

Arguments

data.ts	A T x N matrix ts object (with no missing values) corresponding to N time series of length T
first.day	A number between 1 and 7 that indicates what day of the week should correspond to the first component of the 7-vector. So 1 = Sunday, 2 = Monday, 3 = Tuesday, 4 = Wednesday, 5 = Thursday, 6 = Friday, 7 = Sunday.
start.date	A given starting date in month-day-year format, a 3-element vector

Value

data.ts: a T x 7 matrix ts object; any values to be imputed are marked with NA in that entry. The NA is for missing value.

jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.