periodical

0th

Percentile

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 of x.
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.

Aliases
  • endOfPeriod
  • endOfPeriodSeries
  • endOfPeriodStats
  • endOfPeriodBenchmarks
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)
Documentation reproduced from package timeSeries, version 3022.101.2, License: GPL (>= 2)

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