tsmatrix(...)
NAs) are allowed.
tsp with the start date, end date, and frequency.)
The time window for the matrix is the intersection of the time windows for
the arguments (i.e., the maximum of the start dates and
the minimum of the end dates).
The resulting matrix has a
dimnames attribute. If an argument
was given a name in the function call,
then the corresponding column has that name; if
the argument was itself a matrix, then its name is expanded
with digits denoting its respective columns. If
the argument is a matrix which has a
dimnames attribute,
then these are used for the corresponding column names.
Multivariate time series are printed by default like a matrix with the
tsp
attribute printed last.
Calling
print.ts directly provides an alternative.
Unlike
tsmatrix,
the function
cbind, which also allows
vectors or matrices as arguments, makes no effort to make
time parameters consistent. Frequently, the two functions can be used
together (see the example section).
Time series created by
ts have been superseded by the classed time
series created by
rts,
cts, and
its. You can coerce a old-style
time series to a new with
as.rts.
The two functions
ts.union and
ts.intersect replace
tsmatrix for the new time series.
tsmatrix(x, lag(x), diff(x)) #x, lag--1 of x and first diffs cbind(tsmatrix(x, lag(x)), 1) #two series, column of 1s yx <- tsmatrix(EMP = employment, GNP = gnp, LGNP = lag(gnp), ...) yx.df <- data.frame(yx) lm(yx.df) # regression with x and y times aligned