tsd: Create a Time Series Data Object

tsdR Documentation

Create a Time Series Data Object

Description

Creates a time-series data object that contains a time series and related information, e.g. data structure, title and the units. Provide input for esti and iden.

Usage

tsd(
  data.ts,
  data.title = deparse(substitute(data.ts)),
  time.units = "Time",
  response.units = deparse(substitute(data.ts))
)

Arguments

data.ts

A time series object (created with the R ts function). This data should contains start date, end date and frequency.

data.title

Optional. Title for the data. Default is the name of the data.ts object.

time.units

Optional. Time units of the data. Default is 'Time'.

response.units

Optional. The units of time for the time series data. Default is the name of the data.ts object.

Value

This function returns a time series data object that can be used as input to the iden, esti, and other RTsereis functions.

See Also

iden, esti

Examples

savings.rate.ts <- ts(savings.rate, frequency=4, start=1955)
savings.rate.tsd <- tsd(savings.rate.ts, data.title='Change in Inventory',
     response.units='Billions of Dollars', time.units='Year')
iden(savings.rate.tsd)

wqmeeker/RTseries documentation built on Dec. 31, 2022, 10 a.m.