bimets: TSERIES – R documentation

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TSERIES

Create a Time Series

Description

This function returns a time series that is compliant with BIMETS compliance control defined in is.bimets. Users can provide observation values, frequency and the starting period. Moreover users can provide metadata information that will be stored into the time series object as attributes.

TIMESERIES is an alias for TSERIES.

Usage

TIMESERIES(..., START = c(2000,1), FREQ = 1, 
           SOURCE = NULL, TITLE = NULL, UNITS = NULL, SCALEFAC = 0, 
           class=NULL, avoidCompliance = FALSE)
           
TSERIES(..., START = c(2000,1), FREQ = 1, 
        SOURCE = NULL, TITLE = NULL, UNITS = NULL, SCALEFAC = 0, 
        class=NULL, avoidCompliance = FALSE)

Arguments

`...`	List of values to be inserted into the output time series. This function accepts arguments of class `ts()` and `xts()`, that must be BIMETS compliant as defined in `is.bimets`, and also accepts numerical arrays. Please note that for daily and weekly time series, as in the default R time series class `ts()`, this function will insert provided values always filling up to the 366th period in the daily case and up to the 53rd period in the weekly case. (see examples)
`START`	This argument defines the start of the time series. Starting period can be specified as `c(YEAR,PERIOD)`, or as `Date()`, or as `yearmon()` if the frequency `FREQ=12`, or as `yearqtr()` if the frequency `FREQ=4`. Please note that the time series must lie in the years range 1800-2199.
`FREQ`	The frequency of the time series. Frequency can be `FREQ=1, 2, 3, 4, 12, 24, 36, 53, or 366`. Frequency can also be defined by using the char `'A'` or `'Y'` for annual/yearly, `'S'` for semiannual, `'Q'` for quarterly, `'M'` for monthly, `'W'` for weekly, and `'D'` for daily time series.
`SOURCE`	Set the metadata string that represents the source of the data. Metadata will be lost if the time series is transformed by any function that changes its values.
`TITLE`	Set the metadata string that represents the description of the data. Metadata will be lost if the time series is transformed by any function that changes its values.
`UNITS`	Set the metadata string that represents the unit of measure of the data. Metadata will be lost if the time series is transformed by any function that changes its values.
`SCALEFAC`	Set the metadata numerical value that represents the scale factor of the data. Users may eventually use this value in calculation. Metadata will be lost if the time series is transformed by any function that changes its values.
`class`	If `class='XTS'` this function will return a time series based on the `xts()` class. If `class='TS'` this function will return a time series based on the `ts()` class. If `class=NULL` (default) the output base class will be the one defined in the global BIMETS option `'BIMETS_CONF_CCT'` (see `BIMETS configuration`). Please note that package functions only accept time series of the same class as the one defined in the global option `'BIMETS_CONF_CCT'`. Users can change any global option directly in the code. Please note that BIMETS package performs better with `class='TS'` or more generally with BIMETS_CONF_CCT='TS'
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`

Value

This function returns a BIMETS time series that is compliant with the BIMETS compliance control defined in is.bimets.

Examples

#day and month names can change depending on locale
  Sys.setlocale('LC_ALL','C')
  Sys.setlocale('LC_TIME','C')
  
  #create ts
  n=10
  ts1=ts((1:n),start=c(2000,1),frequency=1)	
  
  #create ts annual with metadata
  out_tseries=TIMESERIES(5,ts1,NA,8,START=c(2020,1),FREQ=1,
  SOURCE='mySource',TITLE='myTitle',UNITS='myUnits',SCALEFAC=2)
  
  #print out
  TABIT(out_tseries)
  
  #use Date() as start date
  TABIT(TIMESERIES(1:10,START=as.Date('2000-01-01'),FREQ='A'))
  TABIT(TIMESERIES(1:10,START=as.Date('2000-01-01'),FREQ='Y'))
  TABIT(TIMESERIES(1:10,START=as.Date('2000-07-08'),FREQ='D'))
  TABIT(TIMESERIES(1:10,START=as.Date('2018-01-01'),FREQ='W'))
  
  #use yearmon()/yearqtr() as start date
  TABIT(TIMESERIES(1:10,START=as.yearmon('Mar 2001'),FREQ='M'))
  TABIT(TIMESERIES(1:10,START=as.yearqtr('2000 Q3'),FREQ='Q'))
  
  #create ts monthly with metadata
  out_tseries=TIMESERIES(5,ts1,NA,8,START=c(2020,1),FREQ='M', 
  SOURCE='mySource',TITLE='myTitle',UNITS='myUnits',SCALEFAC=2)
  
  #print out
  TABIT(out_tseries)
  
  #create daily 
  out_tseries=TSERIES(5,ts1,NA,8,START=c(2000,1),FREQ=366, 
  SOURCE='mySource',TITLE='myTitle',UNITS='myUnits',SCALEFAC=2)
  
  #print out
  TABIT(out_tseries)
  
  #insert values skipping 366 in non-bissextile
  myLength=400
  myValues=1:myLength
  myDates=as.Date('2001-01-01')+0:(myLength-1)
  ts=as.bimets(xts(myValues,order.by = myDates))
  TABIT(ts) #366 observation will be a duplicated of 365, see as.bimets() help

bimets

Time Series and Econometric Modeling

v1.5.3

GPL-3

Authors

Andrea Luciani [aut, cre], Roberto Stok [aut], Bank of Italy [cph]

Initial release

2021-02-04