marima (version 2.2)

define.sum: define.sum

Description

Function to aggregate multivariate time series. Reverse of function 'define.dif'.

Usage

define.sum(series = NULL, difference = NULL, averages = 0)

Arguments

series

series to be summed up.

difference

differencing pattern (see define.dif).

averages

of the individual series that (usually) have been subtracted when differencing the time series (if so, the averages are supplied in the output from define.dif(...).

Value

sum.series the summed series.

Examples

set.seed(4711)
y <- round(matrix(100*rnorm(48), nrow=4))
difference=matrix(c(1, 1,  1, 1,  2, 1,  3, 6), nrow=2)
dy <- define.dif(y, difference)$dif.series
averages <- define.dif(y, difference)$averages
sum.y <- define.sum(dy, difference, averages)$series.sum
y
dy
averages
sum.y