End-of-Period Series, Stats, and Benchmarks
Computes perodical statistics back to a given period.
endOfPeriodSeries(x,
nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))
endOfPeriodStats(x,
nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))
endOfPeriodBenchmarks(x, benchmark = ncol(x),
nYearsBack = c("1y", "2y", "3y", "5y", "10y", "YTD"))x |
an end-of-month recorded multivariate 'timeSeries' object.
One of the columns holds the benchmark series specified
by the argument |
nYearsBack |
a period string. How long back should the series be treated? Options include values from 1 year to 10 years, and year-to-date: "1y", "2y", "3y", "5y", "10y", "YTD". |
benchmark |
an integer giving the position of the benchmar series in
|
The function endOfPeriodSeries returns series back
to a given period.
The function endOfPeriodStats returns statistics back
to a given period.
The function endOfPeriodBenchmarks returns benchmarks
back to a given period.
x must be end of month data. Note you can create such
series using for example the functions: align,
alignDailySeries, daily2monthly.
## Load Series: Column 1:3 Swiss Market, Column 8 (4) Benchmark x <- 100 * LPP2005REC[, c(1:3, 8)] colnames(x) x <- daily2monthly(x) x ## Get the Monthly Series - endOfPeriodSeries(x, nYearsBack="1y") ## Compute the Monthly Statistics - endOfPeriodStats(x, nYearsBack="1y") ## Compute the Benchmark - endOfPeriodBenchmarks(x, benchmark=4)
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