TimeSeries

An S4 class to represent time series.

Details

A time series object is an \(n \times m \times p\) array, with \(n\) being the number of observations, \(m\) being the number of series and with the \(p\) columns of the third dimension containing extra variables for each series.

Slots

.Data

A \(n \times m \times p\) numeric array giving the observed time-series values.

.Time

A length-\(n\) RataDie object.

Note

This class inherits from array.

See also

Other classes: GregorianCalendar-class, JulianCalendar-class, RataDie-class, TimeIntervals-class, TimeScale-class

Other time classes: RataDie-class, TimeIntervals-class

Author

N. Frerebeau