bimets: TSEXTEND – R documentation

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TSEXTEND

Extend Time Series

Description

This function extends the time series definition range by using a specified criteria. Values of time series extension are calculated by using the directives specified in the arguments EXTMODE and FACTOR.

Usage

TSEXTEND(x = NULL, BACKTO = NULL, UPTO = NULL, EXTMODE = "GROWTH",  
       FACTOR = NA, avoidCompliance = FALSE, ...)

Arguments

`x`	Input time series that must satisfy the compliance control check defined in `is.bimets`.
`BACKTO`	Define the new start of the time series, that must be provided as `c(YEAR,PERIOD)`. It is possible to convert a `Date()`, or a `yearmon()`, or a `yearqtr()` to the related `c(YEAR,PERIOD)` by using the functions `date2yp`, `ym2yp`, and `yq2yp`.
`UPTO`	Define the new end of the time series, that must be provided as `c(YEAR,PERIOD)`. It is possible to convert a `Date()`, or a `yearmon()`, or a `yearqtr()` to the related `c(YEAR,PERIOD)` by using the functions `date2yp`, `ym2yp`, and `yq2yp`.
`EXTMODE`	It must be one of the following: MISSING: extend the time series using missings values `NA`. ZERO: extend the time series by using 0 (zero) values. CONSTANT: extend the time series by using the closest non-missing observation. MEAN4: extend the time series by using the mean of the closest four non-missing observations. LINEAR: extend the time series by using the same increment of the closest couple of observations. QUADRATIC: extend the time series by using the same quadratic increment of the closest eight observations. GROWTH: extends the time series by using the closest growth rate. GROWTH4: extend the time series by using the factor `r=(mean(x[-1:-4])/mean(x[-5:-8]))(1/4)` MYCONST: extend the time series by using the value defined in `FACTOR` MYRATE**: extend the time series by using the increment defined in `FACTOR`
`FACTOR`	User-defined value used by some options of the `EXTMODE` argument.
`avoidCompliance`	If `TRUE`, compliance control check of input time series will be skipped. See `is.bimets`
`...`	Backward compatibility.

Value

This function returns a BIMETS time series built by extending the input time series.

Examples

n=10;
	ts1=TIMESERIES(1:n,START=c(2000,1),FREQ='A')
	ts2=TSEXTEND(ts1,BACKTO=c(1990,1),UPTO=c(2020,1),EXTMODE='GROWTH4')
	TABIT(ts1,ts2)
		
	xArr=c(0.5,5.6,4.8,3.8,7.3,9.9,7.8,3.7,8.2,10)
	ts1=TIMESERIES(xArr,START=c(2000,1),FREQ='A')
	ts2=TSEXTEND(ts1,BACKTO=c(1990,1),UPTO=c(2020,1),EXTMODE='QUADRATIC')
	TABIT(ts1,ts2)
	
	xArr=(1:n)
	dateArr=seq(as.Date('2000/12/31'),by='year',length=n)
	dataF=data.frame(dateArr,xArr)
	ts1=TIMESERIES(xArr,START=c(2000,1),FREQ='A')
	ts2=TSEXTEND(ts1,BACKTO=c(1990,1),UPTO=c(2020,1),EXTMODE='MYRATE',FACTOR=2.5)
	TABIT(ts1,ts2)

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