timeSeries (version 3022.101.2)

model.frame: Model Frames for Time Series Objects

Description

Allow to work with model frames for 'timeSeries' objects.

Arguments

Value

Returns an object of class 'timeSeries.

Details

The function model.frame is a generic function which returns in the R-ststs framework by default a data.frame with the variables needed to use formula and any ... arguments. In contrast to this the method returns an object of class timeSeries when the argument data was not a data.frame but also an object of class 'timeSeries'.

See Also

model.frame.

Examples

## Load Microsoft Data -
   setRmetricsOptions(myFinCenter = "GMT")
   X <- MSFT[1:12, ]

## Extract High's and Low's:
   DATA <- model.frame( ~ High + Low, data = X)
   class(DATA)
   as.timeSeries(DATA)
   
## Extract Open Prices and their log10's:
   base <- 10
   Open <- model.frame(Open ~ log(Open, base = `base`), data = X)
   colnames(Open) <- c("X", "log10(X)")
   class(Open)
   as.timeSeries(Open)