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MAPA (version 2.0.7)

tsaggr: Non-overlapping temporal aggregation

Description

Non-overlapping temporal aggregation.

Usage

tsaggr(y,fout,fmean=c(FALSE,TRUE),outplot=c(FALSE,TRUE))

Value

out

List of temporally aggregated series. If y was a ts object, then 'out' has ts objects with appropriate frequencies. Any non-integer frequency is set equal to 1. Series are named ALx, where x is the aggregation level.

all

An array containing all aggregated series in the original frequency. Series are named ALx, where x is the aggregation level.

idx

List of indices used to produce 'out' from 'all': y.out[[i]] <- y.all[y.idx[[i]],i]. Series are named ALx, where x is the aggregation level.

Arguments

y

Time series vector (can be ts object).

fout

Vector containing desirable aggregation levels. Must be positive and integer. If larger than length(y) then it is ignored.

fmean

If TRUE the aggregated is done using mean, otherwise sum is used.

outplot

If TRUE a plot of the original series and the aggregated ones is produced.

Author

Nikolaos Kourentzes, nikolaos@kourentzes.com.

Examples

Run this code
out <- tsaggr(admissions,fout=2:12,fmean=TRUE,outplot=TRUE)

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