SpecialDailySeries {timeSeries} | R Documentation |
Special daily 'timeSeries' functions.
dummyDailySeries(x = rnorm(365), units = NULL, zone = "",
FinCenter = "")
alignDailySeries(x, method = c("before", "after", "interp", "fillNA",
"fmm", "periodic", "natural", "monoH.FC"),
include.weekends = FALSE, units = NULL, zone = "",
FinCenter = "", ...)
rollDailySeries(x, period = "7d", FUN, ...)
FinCenter |
a character with the the location of the financial center named as "continent/city". |
FUN |
the function to be applied. |
include.weekends |
[alignDailySeries] - |
method |
[alignDailySeries] - |
period |
[rollDailySeries] - |
units |
[allignDailySeries] - |
x |
an object of class |
zone |
the time zone or financial center where the data were recorded. |
... |
arguments passed to interpolating methods. |
dummyDailySeries | Creates a dummy daily 'timeSeries' object, |
alignDailySeries | Aligns a daily 'timeSeries' to new positions, |
rollDailySeries | Rolls daily a 'timeSeries' on a given period, |
ohlcDailyPlot | Plots open high low close bar chart, |
dummySeries | Creates a dummy monthly 'timeSeries' object |
dummyDailySeries
creates from a numeric matrix with daily records of unknown dates a
timeSeries
object with dummy daily dates.
alignDailySeries
returns from a daily time series with missing holidays a weekly
aligned daily timeSeries
object
rollDailySeries
returns an object of class timeSeries
with rolling values,
computed from the function FUN
.
## Use Microsofts' OHLCV Price Series -
head(MSFT)
end(MSFT)
## Cut out April Data from 2001 -
Close <- MSFT[, "Close"]
tsApril01 <- window(Close, start="2001-04-01", end="2001-04-30")
tsApril01
## Align Daily Series with NA -
tsRet <- returns(tsApril01, trim = TRUE)
GoodFriday(2001)
EasterMonday(2001)
alignDailySeries(tsRet, method = "fillNA", include.weekends = FALSE)
alignDailySeries(tsRet, method = "fillNA", include.weekends = TRUE)
## Align Daily Series by Interpolated Values -
alignDailySeries(tsRet, method = "interp", include.weekend = FALSE)
alignDailySeries(tsRet, method = "interp", include.weekend = TRUE)