R: Bind Two or More Time Series

ts.union {ts}

R Documentation

Bind Two or More Time Series

Description

Bind time series which have a common frequency. ts.union pads with NAs to the total time coverage, ts.intersect restricts to the time covered by all the series.

Usage

ts.intersect(..., dframe = FALSE)
ts.union(..., dframe = FALSE)
cbind.ts(..., dframe = FALSE, union = TRUE)

Arguments

...

Two or more univariate or multivariate time series, or objects which can coerced to time series.

dframe

If TRUE return the result as a data frame.

union

Act as ts.union or ts.intersect.

Details

As a special case, ... can contain vectors or matrices of the same length as the combined time series of the time series present, as well as those of a single row.

Value

A time series object if dframe is FALSE, otherwise a data frame.

Author(s)

B. D. Ripley

Examples

data(UKLungDeaths)
ts.union(mdeaths, fdeaths)
cbind(mdeaths, fdeaths) # same as the previous line
ts.intersect(window(mdeaths, 1976), window(fdeaths, 1974, 1978))
data(BJsales)
sales1 <- ts.union(BJsales, lead = BJsales.lead)
ts.intersect(sales1, lead3 = lag(BJsales.lead, -3))