model.fram {fSeries} | R Documentation |
Allows to work with model frames for 'timeSeries' objects.
## S3 method for class 'timeSeries': model.frame(formula, data, ...)
formula |
a model formula object. |
data |
an object of class timeSeries .
|
... |
arguments passed to the function stats::model.frame .
|
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
.
an object of class timeSeries
.
This function is preliminary and untested.
Diethelm Wuertz for the Rmetrics R-port.
## data - # Microsoft Data: 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