Model Frames for Time Series Objects
Allow to work with model frames for 'timeSeries' objects.
The function model.frame is a generic function which returns
in the R-ststs framework by default a data.frame with the variables
needed to use formula and any ... arguments. In contrast
to this the method returns an object of class timeSeries when
the argument data was not a data.frame but also an object of
class 'timeSeries'.
Returns an object of class 'timeSeries.
This function is preliminary and untested.
## Load Microsoft Data -
setRmetricsOptions(myFinCenter = "GMT")
X <- MSFT[1:12, ]
## Extract High's and Low's:
DATA <- model.frame( ~ High + Low, data = X)
class(DATA)
as.timeSeries(DATA)
## Extract Open Prices and their log10's:
base <- 10
Open <- model.frame(Open ~ log(Open, base = `base`), data = X)
colnames(Open) <- c("X", "log10(X)")
class(Open)
as.timeSeries(Open)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.