periodical
From timeSeries v3022.101.2
by Tobias Setz
End-of-Period Series, Stats, and Benchmarks
Computes perodical statistics back to a given period.
- Keywords
- chron
Usage
endOfPeriodSeries(x, nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))
endOfPeriodStats(x, nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))
endOfPeriodBenchmarks(x, benchmark = ncol(x), nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))
Arguments
- x
-
an end-of-month recorded multivariate 'timeSeries' object.
One of the columns holds the benchmark series specified
by the argument
benchmark
, By defauklt this is the last column ofx
. - nYearsBack
- a period string. How long back should the series be treated? Options include values from 1 year to 10 years, and year-to-date: "1y", "2y", "3y", "5y", "10y", "YTD".
- benchmark
-
an integer giving the position of the benchmar series in
x
.
Details
The function endOfPeriodSeries
returns series back
to a given period.
The function endOfPeriodStats
returns statistics back
to a given period.
The function endOfPeriodBenchmarks
returns benchmarks
back to a given period.
x
must be end of month data. Note you can create such
series using for example the functions: align
,
alignDailySeries
, daily2monthly
.
Examples
library(timeSeries)
## Load Series: Column 1:3 Swiss Market, Column 8 (4) Benchmark
x <- 100 * LPP2005REC[, c(1:3, 8)]
colnames(x)
x <- daily2monthly(x)
x
## Get the Monthly Series -
endOfPeriodSeries(x, nYearsBack="1y")
## Compute the Monthly Statistics -
endOfPeriodStats(x, nYearsBack="1y")
## Compute the Benchmark -
endOfPeriodBenchmarks(x, benchmark=4)
Community examples
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