tsaggregates {thief}

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).

Author(s)

Rob J Hyndman

See Also

plot.tsaggregates

Examples

tsaggregates(USAccDeaths)