Bind Two or More Time Series
Bind time series which have a common frequency.
NAs to the total time coverage,
restricts to the time covered by all the series.
ts.intersect(..., dframe = FALSE) ts.union(..., dframe = FALSE)
- two or more univariate or multivariate time series, or objects which can coerced to time series.
- logical; if
TRUEreturn the result as a data frame.
As a special case,
... can contain vectors or matrices of the
same length as the combined time series of the time series present, as
well as those of a single row.
- A time series object if
FALSE, otherwise a data frame.
ts.union(mdeaths, fdeaths) cbind(mdeaths, fdeaths) # same as the previous line ts.intersect(window(mdeaths, 1976), window(fdeaths, 1974, 1978)) sales1 <- ts.union(BJsales, lead = BJsales.lead) ts.intersect(sales1, lead3 = lag(BJsales.lead, -3))