| 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)
print(ts.obj, calendar, ...)
plot(ts.obj, plot.type=c("multiple", "single"), ...)
lines(ts.obj, ...)
data |
a vector or matrix of the observed time-series values. |
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 start. |
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 frequency or deltat should be provided. |
ts.eps |
time series comparison tolerance. Frequencies are
considered equal if their absolute difference is less than
ts.eps. |
class |
class to be given to the result, or none if NULL
or "none". The default is "ts" for a single
series, c("mts", "ts") for multiple series. |
names |
a character vector of names for the series in a
multiple series: defaults to the colnames of data, or
Series 1, Series 2, .... |
calendar |
enable/disable the display of information about
month names, quarter names or year when printing. The default is
TRUE for a frequency of 4 or 12, FALSE otherwise. |
plot.type |
for multivariate time series, should the series by plotted separately (with a common time axis) or on a single plot? |
... |
additional arguments to print or plot. |
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
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)
plot(z)
plot(z, plot.type="single", lty=1:3)
## 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
library(ts)
plot(nhtemp, lag(nhtemp, 1), cex = .8, col="blue",
main = "Lag plot of New Haven temperatures")