TimeSeries

An S4 class to represent time series.

Details

A time series object is an \(n x m x p\) 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 \(n x m x p\) 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