model.frame
From timeSeries v3022.101.2
by Tobias Setz
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
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)
Community examples
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