fromXTStoTS function

Convert XTS to TS

This function transforms a BIMETS compliant xts() time series (as defined in is.bimets) into a time series of class ts(). The core R function as.ts() does not satisfy all the compliance control check requirements, so it has been extended. Attributes and description of the input time series will be copied to the output time series (see TIMESERIES).

fromXTStoTS(x = NULL, avoidCompliance = FALSE, ...)

Arguments

• x: Input xts() time series that must satisfy the compliance control check defined in is.bimets.
• avoidCompliance: If TRUE, compliance control check of input time series will be skipped. See is.bimets.
• ...: Backward compatibility.

Returns

This function returns a time series of class ts() that has the same observations of the input xts() time series.

See Also

fromTStoXTS

as.bimets

is.bimets

BIMETS indexing

BIMETS configuration

Examples

#day and month names can change depending on locale
        Sys.setlocale('LC_ALL','C')
        Sys.setlocale('LC_TIME','C')
  
        #set configuration BIMETS_CONF_DIP on FIRST
        setBIMETSconf('BIMETS_CONF_DIP','FIRST')
        
        #set configuration BIMETS_CONF_CCT on XTS
        setBIMETSconf('BIMETS_CONF_CCT','XTS')
        
        #semiannual with Date()
        n<-10
        xArr<-rnorm(n)
        dateArr<-seq(as.Date('2000/07/01'),by='6 months',length=n) 
        dataF<-data.frame(dateArr,xArr)
        xt<-xts(dataF[,2],order.by=dataF[,1])
        print(fromXTStoTS(xt))
        
        #set configuration BIMETS_CONF_DIP on LAST
        setBIMETSconf('BIMETS_CONF_DIP','LAST')
        
        #yearly with Date()
        n<-10
        xArr<-rnorm(n)
        dateArr<-seq(as.Date('2000/12/31'),by='year',length=n)
        dataF<-data.frame(dateArr,xArr)
        xt<-xts(dataF[,2],order.by=dataF[,1])
        print(fromXTStoTS(xt))
        
        #quarterly with yearqtr()
        n<-10
        xArr<-rnorm(n+1)
        dateArr<-as.yearqtr('2000 Q2') + 0:n/4
        dataF<-data.frame(dateArr,xArr)
        xt<-xts(dataF[,2],order.by=dataF[,1])
        print(fromXTStoTS(xt))
        
        #monthly with yearmon()
        n<-10
        xArr<-rnorm(n+1)
        dateArr<-as.yearmon('Jul 2000') + 0:n/12
        dataF<-data.frame(dateArr,xArr)
        xt<-xts(dataF[,2],order.by=dataF[,1])
        print(fromXTStoTS(xt))
        
        #daily with Date()
        n<-10
        xArr<-rnorm(n)
        dateArr<-seq(as.Date('2000/07/14'),by='day',length=n) 
        dataF<-data.frame(dateArr,xArr)
        xt<-xts(dataF[,2],order.by=dataF[,1])
        print(fromXTStoTS(xt))
        
        #restore defaults
        setBIMETSconf('BIMETS_CONF_DIP','LAST')
        setBIMETSconf('BIMETS_CONF_CCT','TS')