TSdata: Construct TSdata time series object

Description

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

Usage

TSdata(data=NULL, ...)
    ## S3 method for class 'default':
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.

an object from which a TSdata object can be extracted. See below.

concept

DSE

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.

Examples

Run this code

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

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