Basic Functions for Irregular Time-Series Objects

Basic functions related to irregular time-series objects.

daysecond(object, tz = "GMT")
approx.irts(object, time, ...)
is.businessday(object, tz = "GMT")
is.weekend(object, tz = "GMT")
read.irts(file, format = "%Y-%m-%d %H:%M:%S", tz = "GMT", ...)
weekday(object, tz = "GMT")
write.irts(object, file = "", append = FALSE, quote = FALSE,
           sep = " ", eol = "", na = "NA", dec = ".",
           row.names = FALSE, col.names = FALSE, qmethod = "escape",
           format = "%Y-%m-%d %H:%M:%S", tz = "GMT", usetz = FALSE,
           format.value = NULL, ...)
object{an object of class "irts"; usually, a result 
    of a call to irts.}
  format, tz, usetz{formatting related arguments, see
  time{an object of class "POSIXct" specifying the times
    at which to interpolate the irregularly spaced time-series.}
  file, append, quote, sep, eol, na, dec, row.names, col.names,
    qmethod{reading and writing related arguments, see
    read.table and write.table.}
  format.value{a string which specifies the formatting of the
    values when writing an irregular time-series object to a
    file. format.value is passed unchanged as argument
    format to the function formatC.} 
  ...{further arguments passed to or from other methods: for
    approx.irts passed to approx; for
    read.irts passed to read.table; for
    write.irts passed to data.frame.}
daysecond and weekday return the number of seconds since midnight (the same day) and the weekday as a decimal number (0-6, Sunday is 0), respectively.

is.businessday and is.weekend test which entries of an irregular time-series object are recorded on business days and weekends, respectively.

approx.irts interpolates an irregularly spaced time-series at prespecified times.

read.irts is the function to read irregular time-series objects from a file. write.irts is the function to write irregular time-series objects to a file.

For daysecond and weekday a vector of decimal numbers representing the number of seconds and the weekday, respectively.

For is.businessday and is.weekend a vector of "logical" representing the test results for each time.

For approx.irts, read.irts and write.irts an object of class "irts".

[object Object] irts, irts-methods n <- 10 t <- cumsum(rexp(n, rate = 0.1)) v <- rnorm(n) x <- irts(t, v)

daysecond(x) weekday(x) is.businessday(x) is.weekend(x) x

approx.irts(x, seq(ISOdatetime(1970, 1, 1, 0, 0, 0, tz = "GMT"), by = "10 secs", length = 7), rule = 2)

file <- tempfile()

# To write an irregular time-series object to a file one might use write.irts(x, file = file)

# To read an irregular time-series object from a file one might use read.irts(file = file)


  • irts-functions
  • approx.irts
  • daysecond
  • is.businessday
  • is.weekend
  • read.irts
  • weekday
  • write.irts
Documentation reproduced from package tseries, version 0.10-10, License: GPL-2

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