mtsframe {ASSA}R Documentation

Multivariate Time Series Frame Objects

Description

The function mtsframe is used to create mutivariate time series objects to be used in combination with the functions in the package ASSA.

Usage

mtsframe(dates, Y)

Arguments

dates

dates at which observations took place (in case of using an index, the format of this field will be taken as numeric.)

Y

matrix with time-series in columns and observations in rows.

Examples

data(brexit)
attach(brexit)
y <- mtsframe(date, Y = brexit[, 1:3])
print(y)
# Ploting the time series under study (blue = Leave, red = Stay, black = Undecided)
plot(y, col = c('blue', 'red', 'black'), time.format = '%m-%y')
# When 'date' is a time index, the time.format specification is omitted.

[Package ASSA version 1.0 Index]