simts (version 0.2.2)

gts: Create a simts TS object using time series data

Description

Takes a time series and turns it into a time series oriented object that can be used for summary and graphing functions in the simts package.

Usage

gts(
  data,
  start = 0,
  end = NULL,
  freq = 1,
  unit_ts = NULL,
  unit_time = NULL,
  name_ts = NULL,
  name_time = NULL,
  data_name = NULL,
  Time = NULL,
  time_format = NULL
)

Value

A gts object

Arguments

data

A one-column matrix, data.frame, or a numeric vector.

start

A numeric that provides the time of the first observation.

end

A numeric that provides the time of the last observation.

freq

A numeric that provides the rate/frequency at which the time series is sampled. The default value is 1.

unit_ts

A string that contains the unit of measure of the time series. The default value is NULL.

unit_time

A string that contains the unit of measure of the time. The default value is NULL.

name_ts

A string that provides an identifier for the time series data. Default value is NULL.

name_time

A string that provides an identifier for the time. Default value is NULL.

data_name

A string that contains the name of the time series data.

Time

A numeric or character vector containing the times of observations. Default value is NULL. See x object in as.Date function.

time_format

A string specifiying the format of 'Time'. If not provided, 'Time' is assumed to be all integers. Default value is NULL. See format argument in as.Date function.

Author

James Balamuta and Wenchao Yang

Examples

m = data.frame(rnorm(50))
x = gts(m, unit_time = 'sec', name_ts = 'example')
plot(x)

x = gen_gts(50, WN(sigma2 = 1))
x = gts(x, freq = 100, unit_time = 'sec')
plot(x)