midasml (version 0.0.6)

apply_transform: Time series matrix transformation

Description

Transform time series a matrix based on transformation code.

Usage

apply_transform(data.in, tcode.all)

Arguments

data.in

time series matrix.

tcode.all

transformation code vector. 1 - not transformed, 2 - first difference, 3 - second difference, 4 - natural log, 5 - first difference of natural log, 6 - second difference of natural log, 7 - first difference of percent change.

Value

transformed time series matrix.

Examples

# NOT RUN {
data.in <- matrix(rnorm(100*2,1),nrow = 100, ncol = 2)
apply_transform(data.in, tcode = rep(1,times=2))
# }