wide_to_ts {tstools}

Transform a wide format data.frame into a tslist

Description

The time series in the data.frame may be stored either rowwise or columnswise. The identifying column must be called date (for columnwise) or series (for rowwise)

Usage

wide_to_ts(data, keep_last_freq_only = FALSE, force_xts = FALSE)

Arguments

data

data.frame The data.frame to be transformed

keep_last_freq_only

in case there is a frequency change in a time series, should only the part of the series be returned that has the same frequency as the last observation. This is useful when data start out crappy and then stabilize after a while. Defaults to FALSE. Hence only the last part of the series is returned.

force_xts

boolean force xts format? Defaults to FALSE.