| ts {base} | R Documentation |
The function ts is used to create time-series objects.
as.ts and is.ts coerce an object to a time-series and
test whether an object is a time series.
ts(data = NA, start = 1, end = numeric(0), frequency = 1,
deltat = 1, ts.eps = getOption("ts.eps"), class, names)
as.ts(x)
is.ts(x)
data |
a numeric vector or matrix of the observed time-series
values. A data frame will be coerced to a numeric matrix via
|
start |
the time of the first observation. Either a single number or a vector of two integers, which specify a natural time unit and a (1-based) number of samples into the time unit. See the examples for the use of the second form. |
end |
the time of the last observation, specified in the same way
as |
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
|
ts.eps |
time series comparison tolerance. Frequencies are
considered equal if their absolute difference is less than
|
class |
class to be given to the result, or none if |
names |
a character vector of names for the series in a multiple
series: defaults to the colnames of |
x |
an arbitrary R object. |
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.
Class "ts" has a number of methods. In particular arithmetic
will attempt to align time axes, and subsetting to extract subsets of
series can be used (e.g. EuStockMarkets[, "DAX"]). However,
subsetting the first (or only) dimension will return a matrix or
vector, as will matrix subsetting.
The value of argument frequency is used when the series is
sampled an integral 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. Values of 4 and 12 are assumed in
(e.g.) print methods to imply a quarterly and monthly series
respectively.
as.ts will use the tsp attribute of the object if
it has one to set the start and end times and frequency.
tsp,
frequency,
start,
end,
time,
window;
print.ts, the print method for time series objects;
plot.ts, the plot method for time series objects.
Standard package ts for many additional time-series functions.
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) # print.ts(.)
## 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
## Multivariate
z <- ts(matrix(rnorm(300), 100, 3), start=c(1961, 1), frequency=12)
class(z)
plot(z)
plot(z, plot.type="single", lty=1:3)
# Ensure working arithmetic for `ts' objects :
stopifnot(z == z)
stopifnot(z-z == 0)
## A phase plot:
data(nhtemp)
plot(nhtemp, c(nhtemp[-1], NA), cex = .8, col="blue",
main = "Lag plot of New Haven temperatures")
## a clearer way to do this would be
## Not run: library(ts)
plot(nhtemp, lag(nhtemp, 1), cex = .8, col="blue",
main = "Lag plot of New Haven temperatures")
## End(Not run)