Learn R Programming

thief (version 0.3)

tsaggregates: Non-overlapping temporal aggregation of a time series

Description

Produces all temporal aggregations for frequencies greater than 1

Usage

tsaggregates(y, m = frequency(y), align = c("end", "start"),
  aggregatelist = NULL)

Arguments

y

Univariate time series of class ts.

m

Integer seasonal period

align

Indicates how the aggregates are to be aligned: either with the start of the series or the end of the series. For forecasting purposes, it should be set to end.

aggregatelist

User-selected list of aggregates to consider.

Value

A list of time series. The first element is the series `y`, followed by series with increasing levels of aggregation. The last element is the "annual" series (i.e., the series aggregated over all seasons).

See Also

plot.tsaggregates

Examples

Run this code
# NOT RUN {
tsaggregates(USAccDeaths)

# }

Run the code above in your browser using DataLab