model.frame

0th

Percentile

Model Frames for Time Series Objects

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

Keywords
chron
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'.

Value

Returns an object of class 'timeSeries.

Note

This function is preliminary and untested.

See Also

model.frame.

Aliases
  • model.frame
  • model.frame.default,ANY,timeSeries-method
Examples
library(timeSeries) ## 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)
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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