Usage
timeSeries(data, charvec, units = NULL, format = "ISO", zone = "GMT",
FinCenter = myFinCenter, title = NULL, documentation = NULL, ...)
read.timeSeries(file, zone = "GMT", FinCenter = "", title = "",
documentation = "", sep = ";")
as.timeSeries(x, dimnames = TRUE, format = "")
is.timeSeries(object)
## S3 method for class 'timeSeries':
print(x, ...)
## S3 method for class 'timeSeries':
plot(x, reference.grid = TRUE, lty = 1, ...)
## S3 method for class 'timeSeries':
lines(x, ...)
## S3 method for class 'timeSeries':
Ops(e1, e2)
## S3 method for class 'timeSeries':
[(x, i = min(1, nrow(x@Data)):nrow(x@Data),
j = min(1, ncol(x@Data)):ncol(x@Data))
## S3 method for class 'timeSeries':
head(x, \dots)
## S3 method for class 'timeSeries':
tail(x, \dots)
seriesData(object)
seriesPositions(object)
## S3 method for class 'timeSeries':
start(x, \dots)
## S3 method for class 'timeSeries':
end(x, \dots)
## S3 method for class 'timeSeries':
as.vector(x, mode = "any")
## S3 method for class 'timeSeries':
as.matrix(x)
## S3 method for class 'timeSeries':
as.data.frame(x, row.names = NULL, optional = NULL)
applySeries(x, from = NULL, to = NULL, FUN = colAvgs, colNames = NULL, ...)
cutSeries(x, from, to)
diffSeries(x, lag = 1, diff = 1, trim = FALSE, pad = NA)
lagSeries(x, k = 1, trim = FALSE, colNames = NULL)
mergeSeries(x, y, units = NULL)
returnSeries(x, type = c("continuous", "discrete"), percentage = FALSE,
trim = TRUE, digits = 4)
revSeries(x)
alignDailySeries(x, method = c("before", "after", "interp", "fillNA"),
include.weekends = FALSE)
ohlcDailyPlot(x, volume = TRUE, colOrder = c(1:5), units = 1e6,
xlab = c("Date", "Date"), ylab = c("Price", "Volume"),
main = c("O-H-L-C", "Volume"), grid.nx = 7, grid.lty = "solid", ...)Arguments
charvec
a character vector of dates and times.
colNames
[applySeries][lag] -
a character string, which allows to overwrite the current
column names of a timeSeries object. By default
NULL which means that the column names are selected
automatically.
colOrder
[ohlcDailyPlot] -
an integer vector which gives the order of the prices and the
volume in the input object. By default the following order of
columns from 1 to 5 is assumed: Open, high, low, close, and volume.
data
a data.frame or a matrix object of numeric data.
diff
[diffSeries] -
an integer indicating the order of the difference. By default 1.
digits
[returnSeries] -
an integer value. The number of digits to be printed in the
output.
dimnames
[as.timeSeries] -
a logical, if TRUE the dimension names of the
matrix are assigned to the time series object.
documentation
optional documentation string, or a vector of character strings.
e1, e2
[Ops] -
two objects of class timeSeries.
file
the filename of a spreadsheet data set from which
to import the data records.
FinCenter
a character with the the location of the financial center named
as "continent/city".
format
the format specification of the input character vector,
[as.timeSeries] -
a character string with the format in POSIX notation to be passed
to the time series object.
from, to
starting date and end date, to must be after from.
FUN
[applySeries] -
a function to use for aggregation, by default colAvgs.
grid.lty, grid.nx
[ohlcDailyPlot] -
The type of grid line and the number of grid lines used in the
plot.
i, j
["["] -
index arguments used for subsettings.
include.weekends
[alignDailySeries] -
a logical value. Should weekend dates be included or removed
from the series.
k
[lagSeries] -
an integer value. The number of lags (in units of observations).
By default 1.
lag
[diffSeries] -
an integer indicating which lag to use. By default 1.
lty
[plot] -
an integer value, the typ of line to be drawn. By default 1,
a solid line.
main
[ohlcDailyPlot] -
a character string to title the price and volume plot.
method
[alignDailySeries] -
the method to be used for the alignment. A character string, one
of "before", use the data from the row whose position is
just before the unmatched position, or "after", use the
d
mode
[as.vector] -
A character string giving an atomic mode, or "any".
optional, row.names
[as.data.frame] -
both arguments are currently not used.
object
[is][seriesData][seriesPositions] -
an object of class timeSeries.
pad
[diffSeries] -
which value should get the padded values? By default NA.
Another choice often used would be zero.
percentage
[returnSeries] -
a logical value. By default FALSE, if TRUE the
series will be expressed in percentage changes.
reference.grid
[plot] -
a logical value. Should a grid be added to the plot? By
default TRUE.
sep
[read.timeSeries] -
the field seperator used in the spreadsheet file to separate
columns.
title
an optional title string, if not specified the inputs data
name is deparsed.
trim
[diffSeries][returnSeries] -
a logical value. By default TRUE, the first missing
observation in the return series will be removed.
type
[returnSeries] -
a character string specifying how to compute the returns. Valid
choices are: continuous and discrete. For the
default type="continuous", the returns are calculated as
t
units
an optional units string, NULL defaults an empty string.
[mergeSeries] -
an integer string or vector which allows to rename the units
in the units Slot of the timeSeries object.
[ohlcDailyPlot] -
a
volume
[ohlcDailyPlot] -
a logigical value. Should a volume plot added to the OHLC Plot.
By default TRUE.
x
[as] -
a matrix type object to be converted.
[as.vector][as.matrix][as.data.frame] -
[applySeries] -
[cut][end][mergeSeries][plot][print][rev][start] -
an object of class timeSeries.
xlab, ylab
[ohlcDailyPlot] -
two string vectors to name the x and y axis of the price and
volume plot.
y
[mergeSeries] -
a matrix type object to be merged with an object of
class timeSeries. Must have the same number of rows.
zone
the time zone or financial center where the data were recorded.
...
arguments passed to other methods.