midasml (version 0.0.6)

transform_dt: Time series vector transformation

Description

Transform time series a vector based on transformation code.

Usage

transform_dt(x, tcode)

Arguments

x

time series vector.

tcode

transformation code. 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 vector.

Examples

# NOT RUN {
x <- rnorm(100,1)
transform_dt(x, tcode = 1)
# }