model.fram {timeSeries}R Documentation

Model Frames for Time Series Objects

Description

Allow to work with model frames for 'timeSeries' objects.

Usage

## S3 method for class 'timeSeries':
model.frame(formula, data, ...) 

Arguments

formula a model formula object.
data an object of class timeSeries.
... arguments passed to the function stats::model.frame.

Details

The function model.frame is a generic function which returns in the R-ststs framework by default a data.frame with the variables needed to use formula and any ... arguments. In contrast to this the method returns an object of class timeSeries when the argument data was not a data.frame but also an object of class timeSeries.

Value

an object of class timeSeries.

Note

This function is preliminary and untested.

See Also

model.frame.

Examples

## data -  
   # Microsoft Data:
   setRmetricsOptions(myFinCenter = "GMT")
   MSFT = as.timeSeries(data(msft.dat))[1:12, ]

## model.frame -
   # Extract High's and Low's:
   model.frame( ~ High + Low, data = MSFT)
   # Extract Open Prices and their log10's:
   base = 10
   Open = model.frame(Open ~ log(Open, base = `base`), data = MSFT)
   colnames(Open) <- c("MSFT", "log10(MSFT)")
   Open
    

[Package timeSeries version 290.79 Index]