fromTStoXTS {bimets}R Documentation

Convert TS to XTS

Description

This function transforms a BIMETS compliant ts time series (as defined in is.bimets) into a time series of class xts().
The core XTS function as.xts() does not satisfy all the requirements of the compliance control check, so it has been extended. If the output time series has an .indexClass of type Date(), i.e. neither monthly nor quarterly, the output dates are chosen accordingly to the BIMETS option BIMETS_CONF_DIP: if this option is set to LAST (default), the output xts() time series will have the date of the period set equal to the last day in the same period, e.g. 31 December for yearly time series, 30 June for semiannual, etc.; if BIMETS option BIMETS_CONF_DIP is set to FIRST, the output xts() time series will have the date of the period set equal to the first day in the same period, e.g. 1 January for yearly time series, 1 July for semiannual time series on the second period, etc.
In the case of quarterly time series the .indexClass=yearqtr;
in the case of monthly time series the .indexClass=yearmon.
Attributes and description of the input time series will be copied to the output time series (see TIMESERIES)

Usage

fromTStoXTS(x = NULL, avoidCompliance = FALSE, ...)

Arguments

x

Input ts time series that must satisfy the compliance control check defined in is.bimets.

avoidCompliance

If TRUE, compliance control check of input time series will be skipped. See is.bimets.

...

Backward compatibility.

Value

This function returns a time series of class xts() that has the same observations of the input ts time series.

See Also

fromXTStoTS
as.bimets
is.bimets
BIMETS indexing
BIMETS configuration

Examples

	
	#day and month names can change depending on locale
	Sys.setlocale('LC_ALL','C')
	Sys.setlocale('LC_TIME','C')
  
	#BIMETS_CONF_DIP default on LAST
	print('yearly')
	t=ts(1:20,start=c(2005,2),frequency=1)
	ts=fromTStoXTS(t)
	print(t);print(ts) #...dates on 31 Dec
	
	print('semiannual')
	t=ts(1:20,start=c(2005,2),frequency=2)
	ts=fromTStoXTS(t)
	print(t);print(ts) #...dates on 31 Dec/30 Jun
	
	#set configuration BIMETS_CONF_DIP on FIRST
	setBIMETSconf('BIMETS_CONF_DIP','FIRST')
	
	print('yearly')
	t=ts(1:20,start=c(2005,2),frequency=1)
	ts=fromTStoXTS(t)
	print(t);print(ts) #...dates on 1 Jan
	
	print('semiannual')
	t=ts(1:20,start=c(2005,2),frequency=2)
	ts=fromTStoXTS(t)
	print(t);print(ts) #...dates on 1 Jan/1 Jul
	
	print('quarterly')
	t=ts(1:20,start=c(2004,3),frequency=4)
	ts=fromTStoXTS(t)
	print(t);print(ts)
	
	print('monthly')
	t=ts(1:20,start=c(2003,5),frequency=12)
	ts=fromTStoXTS(t)
	print(t);print(ts)
	
	
	print('daily')
	t=ts(1:20,start=c(2003,125),frequency=366)
	ts=fromTStoXTS(t)
	print(t);print(ts)
	

[Package bimets version 1.5.3 Index]