Part I. Time series

Table of Contents

car2freq — transforms a car into a frequency
da2m — transformation of daily data into monthly ones
da2q — transformation of daily data into quarterly ones
date2fq — finds the frequency associated to a date
date2num — transforms a date into a number
date2num_fq — transforms a date into a number and its frequency
date2num_m — transforms a matrix of dates into numbers
datelf2hf — transformation of a date into a higher frequency date
datelf2hf0 — transformation of a date into a higher frequency date
datets — returns the time span of a ts
def0_basets — creation of the default frequencies data base
def_basets — creation of the frequencies data base
def_dailyform — creation of the data base for the format of daily dates
delda — differentiates a ts ignoring NA values
delts — differentiates a ts
diff_date — returns the difference between 2 dates
dummy — create a dummy variable
extrap — extrapolate a ts by another ts
freq2car — transforms a frequency into a string
freqts — returns the frequency of a ts
freqts_c — returns the frequency of a ts in complex form
growthr — growth rate of a ts
lagda — lag a ts ignoring NA values
lagts — lag a ts
m2a — transforms monthly data into annual ones
m2q — transforms monthly data into quarterly ones
num2date — transforms a number into a date
overlay — overlay several ts
prtts — print ts
q2a — transforms quarterly data into annual ones
reshape — creation of a ts from a vector
seasdummy — create a seasonal dummy variable
series — returns the values of a ts
st_dev — standard deviation of a vector or a ts
subper — restrict a ts to a subperiod
ts2vec — transforms a ts into a vector
values — value of a ts at some date
var_t — variances of n ts at a given date
vec2ts — vector to timeseries