TSdata: Construct TSdata time series object

In dse: Dynamic Systems Estimation (Time Series Package)

Description

Constructor for constructing or extracting a TSdata object (use by TSmodels).

Usage

    TSdata(data=NULL, ...)
    ## Default S3 method:
TSdata(data=NULL, input=NULL, output=NULL, ...)
    ## S3 method for class 'TSdata'
TSdata(data, ...)
    ## S3 method for class 'TSestModel'
TSdata(data, ...)
    is.TSdata(obj)
    as.TSdata(d)

Arguments

data	object of class TSdata, TSestModel, matrix, list with input and output matrices, or another object for which a constructor or TSdata extraction method has been defined.
input	a matrix of time series data.
output	a matrix of time series data.
...	arguments to be passed to other methods.
obj	an object.
d	an object from which a TSdata object can be extracted. See below.

Details

Generic method to construct or extract a TSdata object. The default method constructs a TSdata object. Specific methods extract the TSdata from other objects (which must contain TSdata). The function is.TSdata(data) returns TRUE if data inherits from TSdata and FALSE otherwise.

The function as.TSdata uses the elements input and output directly and strips away other class information and parts of the object (and does not make use of inputData(data) or outputData(data) which may do something special for certain classes.

See Also

TSdata.object, TSmodel, TSestModel.object

Examples

   rain  <- matrix(rnorm(86*17), 86,17)
   radar <- matrix(rnorm(86*5),  86,5)
   mydata <- TSdata(input=radar, output=rain)

Example output

Loading required package: tfplot
Loading required package: tframe

Attaching package: 'dse'

The following objects are masked from 'package:stats':

    acf, simulate

dse documentation built on March 4, 2020, 3:01 a.m.