fromXTStoTS {bimets} | R Documentation |
This function transforms a BIMETS compliant xts()
time series (as defined in is.bimets
) into a time series of class ts()
. The core R function as.ts()
does not satisfy all the requirements of the compliance control check, so it has been extended. Attributes and description of the input time series will be copied to the output time series (see TIMESERIES
).
fromXTStoTS(x = NULL, avoidCompliance = FALSE, ...)
x |
Input |
avoidCompliance |
If |
... |
Backward compatibility. |
This function returns a time series of class ts()
that has the same observations of the input xts()
time series.
fromTStoXTS
as.bimets
is.bimets
BIMETS indexing
BIMETS configuration
#day and month names can change depending on locale Sys.setlocale('LC_ALL','C') Sys.setlocale('LC_TIME','C') #set configuration BIMETS_CONF_DIP on FIRST setBIMETSconf('BIMETS_CONF_DIP','FIRST'); #set configuration BIMETS_CONF_CCT on XTS setBIMETSconf('BIMETS_CONF_CCT','XTS'); #semiannual with Date() n=10; xArr=rnorm(n); dateArr=seq(as.Date('2000/07/01'),by='6 months',length=n); dataF=data.frame(dateArr,xArr); xt=xts(dataF[,2],order.by=dataF[,1]); print(fromXTStoTS(xt)); #set configuration BIMETS_CONF_DIP on LAST setBIMETSconf('BIMETS_CONF_DIP','LAST'); #annual with Date() n=10; xArr=rnorm(n); dateArr=seq(as.Date('2000/12/31'),by='year',length=n); dataF=data.frame(dateArr,xArr); xt=xts(dataF[,2],order.by=dataF[,1]); print(fromXTStoTS(xt)); #quarterly with yearqtr() n=10; xArr=rnorm(n+1); dateArr=as.yearqtr('2000 Q2') + 0:n/4; dataF=data.frame(dateArr,xArr); xt=xts(dataF[,2],order.by=dataF[,1]); print(fromXTStoTS(xt)); #monthly with yearmon() n=10; xArr=rnorm(n+1); dateArr=as.yearmon('Jul 2000') + 0:n/12; dataF=data.frame(dateArr,xArr); xt=xts(dataF[,2],order.by=dataF[,1]); print(fromXTStoTS(xt)); #daily with Date() n=10; xArr=rnorm(n); dateArr=seq(as.Date('2000/07/14'),by='day',length=n); dataF=data.frame(dateArr,xArr); xt=xts(dataF[,2],order.by=dataF[,1]); print(fromXTStoTS(xt)); #restore defaults setBIMETSconf('BIMETS_CONF_DIP','LAST'); setBIMETSconf('BIMETS_CONF_CCT','TS');