ts {base}

R Documentation

Time-Series Objects

Description

The function ts is used to create time-series objects. These are vector or matrices with class of "ts" (and additional attributes) which represent data which has been sampled at equispaced points in time. In the matrix case, each column of the matrix data is assumed to contain a single (univariate) time series.

The value of argument frequency is used when the series is sampled an interal number of times in each unit time interval. For example, one could use a value of 7 for frequency when the data are sampled daily, and the natural time period is a week, or 12 when the data are sampled monthly and the natural time period is a year.

start and end can either be integers which correspond to natural time units, or vectors of two integers, which give a natural time unit and a (1-based) number of samples into the time unit.

as.ts and is.ts respectively coerce a vector into a time-series and test whether an object is a time series.

Time series have methods associated with the generic print and plot functions. The argument calendar to the print method can be used to enable/disable the display of information about month names, quarter names or year when printing.

Usage

ts(data = NA, start = 1, end = numeric(0), frequency = 1,
   deltat = 1, ts.eps = .Options$ts.eps)
as.ts(x)
is.ts(x)

print(ts.obj, calendar, ...)
plot(ts.obj, ...)

Arguments

data	a vector or matrix the observed time-series values.
start	the time of the first observation.
end	the time of the last observation.
frequency	the number of observations per unit of time.
deltat	the fraction of the sampling period between successive observations; e.g., 1/12 for monthly data. Only one of frequency or deltat should be provided.
ts.eps	time series comparison tolerance. Frequencies are considered equal if their absolute difference is less than ts.eps.

See Also

frequency, start, end, time, window.

Examples

ts(1:10, frequency = 4, start = c(1959, 2)) # 2nd Quarter of 1959
print(ts(1:10, freq = 7, start = c(12, 2)), calendar = TRUE)
## Using July 1954 as start date:
gnp <- ts(cumsum(1 + round(rnorm(100), 2)),
          start = c(1954, 7), frequency = 12)
plot(gnp) # using `plot.ts' for time-series plot

---