| PeriodicMTS-class {pcts} | R Documentation |
Class "PeriodicMTS"
Description
Class "PeriodicMTS" is the main class for multivariate periodic
time series in package "pcts".
Objects from the Class
Objects can be created by calls of the form
new("PeriodicMTS", ...) but it is recommended to use
the function pcts in most cases.
Slots
.Data:Object of class
"matrix", the core data. Several functions can be used to extract it in various formats, seeVec.cycle:Object of class
"BasicCycle", representing the seasonal information, seepcCycle.pcstart:Object of class
"ANY", the time of the first observation.
Extends
Class "PeriodicTimeSeries", directly.
Class "matrix", from data part.
Class "Cyclic", by class "PeriodicTimeSeries", distance 2.
Class "array", by class "matrix", distance 2.
Class "mMatrix", by class "matrix", distance 2.
Class "optionalMatrix", by class "matrix", distance 2.
Class "structure", by class "matrix", distance 3.
Class "vector", by class "matrix", distance 4, with explicit coerce.
Methods
- $
signature(x = "PeriodicMTS"): ...- [
signature(x = "PeriodicMTS", i = "missing", j = "missing", drop = "ANY"): ...- [
signature(x = "PeriodicMTS", i = "ANY", j = "missing", drop = "ANY"): ...- [
signature(x = "PeriodicMTS", i = "ANY", j = "ANY", drop = "ANY"): ...- [
signature(x = "PeriodicMTS", i = "AnyDateTime", j = "missing", drop = "ANY"): ...- [
signature(x = "PeriodicMTS", i = "AnyDateTime", j = "ANY", drop = "ANY"): ...- [[
signature(x = "PeriodicMTS", i = "ANY", j = "ANY"): ...- coerce
signature(from = "mts", to = "PeriodicMTS"): ...- coerce
signature(from = "PeriodicMTS", to = "ts"): ...- coerce
signature(from = "ts", to = "PeriodicMTS"): ...- coerce
signature(from = "PeriodicMTS", to = "Cyclic"): ...- coerce<-
signature(from = "PeriodicMTS", to = "Cyclic"): ...- plot
signature(x = "PeriodicMTS", y = "missing"): ...- show
signature(object = "PeriodicMTS"): ...- summary
signature(object = "PeriodicMTS"): ...- fitPM
signature(model = "PeriodicArModel", x = "PeriodicMTS"): ...- pcApply
signature(object = "PeriodicMTS"): ...- pcMean
signature(object = "PeriodicMTS"): ...
See Also
class PeriodicTS (univariate periodic time series),
pcts (create periodic time series),
dataFranses1996 and pcts-package for examples
Examples
pcfr <- pcts(dataFranses1996)
colnames(pcfr)[4] # "GermanyGNP"
## extracting single time series as univariate
class(pcfr[[4]]) # "PeriodicTS"
identical(pcfr[[4]], pcfr$GermanyGNP ) # TRUE
identical(pcfr[[4]], pcfr[["GermanyGNP"]]) # TRUE
plot(pcfr[[4]])
## ... and as multivariate
pcfr[4] # "PeriodicMTS"
plot(pcfr[4])
## extracting more than one time series
plot(pcfr[2:4])
summary(pcfr[2:4])
pcfr2 <- pcfr[[2]]
plot(pcfr2)