splice_series: Splice together two time series objects.
In mitcda/predict.utils: R iterative prediction utility functions

Description Usage Arguments Details Value Author(s) See Also Examples

Function to splice two vectors, covering different, but overlapping periods, into a single consistent time series.

1	splice_series(x, ...)

`x`	Original (base) time series.
`y`	Splicing time series, to be applied to the base time series.
`base.period`	Integer object comprising the base period observation. See Details for more detail explanation about the appropriate format of `base.period`.
`direction`	One of either 'after' (default) or 'before'.

The function splices together two time series objects, by applying indexed movements in series y to base series x. Both objects must be of the same frequency (i.e. annual, quarterly, monthly, etc.). The function also allows for splicing 'forward' (Default)—i.e. extending an existing series beyond the base period—and 'backward'—i.e. splicing values onto the start of a series using the

For plain (non-time series) vectors, base.period must be a two-element integer vector identifying the base period observation index for x and y, respectively. For time series (ts) objects, base.period , must be a two element vector specifying the year and year-part (e.g. c(1994, 2) for the second quarter 1994. For extensible time series objects (xts), base.period must be a time-based class—one of 'Date', 'POSIXct', 'timeDate', 'yearmon' or 'yearqtr', and match the time-based index class of series x, and be within the range of x and y.

An object of the same class as object x.

David Mitchell <david.p.mitchell@homemail.com.au>

Other R implementations to splice time series include: splice

  ## Non-time series (default) method example
  A <- c(100, 95, 125, 150,  NA,  NA,  NA,  NA);
  B <- c(NA,  NA,  NA, 100, 120, 150, 200, 225);
  splice_series(A, B, base.period=c(4,4));
  splice_series(B, A, base.period=c(4,4), direction="before");

  ## Time series (ts) object method example
  A <- ts(c(100, 95, 125, 150,  NA,  NA,  NA,  NA), start=1991, frequency=1);
  B <- ts(c(NA,  NA,  NA, 100, 120, 150, 200, 225), start=1991, frequency=1);
  splice_series(A, B, base.period=c(1994,1));
  splice_series(B, A, base.period=c(1994,1), direction="before");

  ## Extensible time series (xts) object method example
  A <- xts(x=c(100, 95, 125, 150,  NA,  NA,  NA,  NA),
           order.by=seq(as.Date("1991-03-01"), by="quarter", length.out=8));
  B <- xts(x=c(NA,  NA,  NA, 100, 120, 150, 200, 225),
           order.by=seq(as.Date("1991-03-01"), by="quarter", length.out=8));
  splice_series(A, B, base.period=as.Date("1994-03-01"));
  splice_series(B, A, base.period=as.Date("1994-03-01"), direction="before");