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db2tsmat

Converts a database into a tsmat

CALLING SEQUENCE

tsm=db2tsmat(db,arg1,…,argn)

PARAMETERS

Input

• db = a string indicating the path and the name of the database

• argi = optional arguments:

 - 'testna' if the users wants to test the na values in the data (default: not tested)

 - 'dropna' if the users wants to remove the periods when one at least of the series contains na values (default: kept)

 - 'keepall' if the users wants to keep real vectors in the database (their length must then be equal to the length of the time period of the ts)

Output

• tsm = a tlist of type tsmat

DESCRIPTION

Converts a database made of time series into a tsmat

EXAMPLE

tsmat=db2tsmat(GROCERDIR+'/data/bdhenderic.dat')
// Converts the existing data base bdhenderic into a tsmat

AUTHOR

Eric Dubois 2007

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