dsa (version 1.0.12)

Descaler: Invert taking logs and differences of a time series

Description

For a series that has been logged and/or differenced, this function reverses these transformations.

Usage

Descaler(x, y = NA, Diff = 0, Sdiff = 0, Log = FALSE, Lag = NA)

Arguments

x

time series

y

time series used as benchmark

Diff

number of differences to be taken

Sdiff

number of seasonal differences to be taken

Log

Should time series be logarithmised

Lag

Lag for Sdiff can be specified

Details

The time series used as a benchmark (y) is necessary, if regular or seasonal differences have to be inversed, because the first values of this series are used to reconstruct the original values or benchmark the new series.

Examples

# NOT RUN {
a = ts(rnorm(100, 100, 10), start=c(2015,1), frequency=12)
b = Scaler(a, Diff=1, Log=TRUE)
Descaler(b,a, Diff=1, Log=TRUE)
# }