ts_index returns an indexed series, with value of 1 at the base date or
range.
ts_compound builds an index from percentage change rates, starting with 1
and compounding the rates.
Arguments
- x
ts-boxable time series, an object of class
ts,xts,zoo,zooreg,data.frame,data.table,tbl,tbl_ts,tbl_time,tis,irtsortimeSeries.- denominator
positive number. Set equal to 1 if percentage change rate is given a decimal fraction
- base
base date, character string,
DateorPOSIXct, at which the index is set to 1. If two dates are provided, the mean in the range is set equal to 1 (see examples).
Value
a ts-boxable object of the same class as x, i.e., an object of
class ts, xts, zoo, zooreg, data.frame, data.table, tbl,
tbl_ts, tbl_time, tis, irts or timeSeries.
Examples
x <- ts_pc(ts_c(fdeaths, mdeaths))
ts_compound(x)
#> fdeaths mdeaths
#> Jan 1974 1.0000000 1.0000000
#> Feb 1974 0.7647059 0.8730084
#> Mar 1974 0.9178690 0.8795689
#> Apr 1974 0.7513873 0.8795689
#> May 1974 0.5793563 0.6991565
#> Jun 1974 0.4506104 0.5852858
#> Jul 1974 0.4894562 0.5998126
#> Aug 1974 0.4361820 0.5299906
#> Sep 1974 0.4295228 0.5665417
#> Oct 1974 0.6459489 0.6991565
#> Nov 1974 0.6415094 0.7596064
#> Dec 1974 0.7391787 0.8650422
#> Jan 1975 0.9211987 0.9854733
#> Feb 1975 0.8346282 1.0014058
#> Mar 1975 0.8712542 1.0089035
#> Apr 1975 0.7369589 0.8589503
#> May 1975 0.5183130 0.6574508
#> Jun 1975 0.4861265 0.6035614
#> Jul 1975 0.4672586 0.5557638
#> Aug 1975 0.4572697 0.5309278
#> Sep 1975 0.3806881 0.4934396
#> Oct 1975 0.4883463 0.6312090
#> Nov 1975 0.5893452 0.7239925
#> Dec 1975 0.8557159 0.9681350
#> Jan 1976 0.8512764 0.9465792
#> Feb 1976 1.2663707 1.2886598
#> Mar 1976 0.9944506 1.0698219
#> Apr 1976 0.5904550 0.6930647
#> May 1976 0.4961154 0.5571696
#> Jun 1976 0.4661487 0.5435801
#> Jul 1976 0.4173141 0.5215558
#> Aug 1976 0.3662597 0.4545455
#> Sep 1976 0.3962264 0.4681350
#> Oct 1976 0.4938957 0.5660731
#> Nov 1976 0.6059933 0.6874414
#> Dec 1976 0.8479467 0.9648547
#> Jan 1977 0.9567148 1.0496720
#> Feb 1977 0.7325194 0.7656982
#> Mar 1977 0.7358491 0.8069353
#> Apr 1977 0.7136515 0.8439550
#> May 1977 0.5571587 0.5838800
#> Jun 1977 0.4350721 0.5445173
#> Jul 1977 0.4561598 0.5093721
#> Aug 1977 0.3862375 0.4746954
#> Sep 1977 0.4295228 0.4493908
#> Oct 1977 0.4273030 0.5524836
#> Nov 1977 0.4561598 0.5759138
#> Dec 1977 0.7081021 0.7755389
#> Jan 1978 0.8834628 0.9461106
#> Feb 1978 0.9467259 1.0702905
#> Mar 1978 0.8179800 0.9100281
#> Apr 1978 0.6059933 0.6668229
#> May 1978 0.5882353 0.6279288
#> Jun 1978 0.4950055 0.5562324
#> Jul 1978 0.4783574 0.5145267
#> Aug 1978 0.4017758 0.4704780
#> Sep 1978 0.4295228 0.4545455
#> Oct 1978 0.4772475 0.5342081
#> Nov 1978 0.4716981 0.5201500
#> Dec 1978 0.7536071 0.8491097
#> Jan 1979 0.9112098 1.0604499
#> Feb 1979 0.8712542 0.8528585
#> Mar 1979 0.8068812 0.8650422
#> Apr 1979 0.6792453 0.7174321
#> May 1979 0.5305216 0.5693533
#> Jun 1979 0.4761376 0.5037488
#> Jul 1979 0.4495006 0.4948454
#> Aug 1979 0.4206437 0.4568885
#> Sep 1979 0.4361820 0.4404873
#> Oct 1979 0.4561598 0.5065604
#> Nov 1979 0.5405105 0.6063730
#> Dec 1979 0.6370699 0.6283974
y <- ts_df(ts_c(fdeaths, mdeaths))
ts_index(y, "1974-02-01")
#> id time value
#> 1 fdeaths 1974-01-01 1.3076923
#> 2 fdeaths 1974-02-01 1.0000000
#> 3 fdeaths 1974-03-01 1.2002903
#> 4 fdeaths 1974-04-01 0.9825835
#> 5 fdeaths 1974-05-01 0.7576197
#> 6 fdeaths 1974-06-01 0.5892598
#> 7 fdeaths 1974-07-01 0.6400581
#> 8 fdeaths 1974-08-01 0.5703919
#> 9 fdeaths 1974-09-01 0.5616836
#> 10 fdeaths 1974-10-01 0.8447025
#> 11 fdeaths 1974-11-01 0.8388970
#> 12 fdeaths 1974-12-01 0.9666183
#> 13 fdeaths 1975-01-01 1.2046444
#> 14 fdeaths 1975-02-01 1.0914369
#> 15 fdeaths 1975-03-01 1.1393324
#> 16 fdeaths 1975-04-01 0.9637155
#> 17 fdeaths 1975-05-01 0.6777939
#> 18 fdeaths 1975-06-01 0.6357039
#> 19 fdeaths 1975-07-01 0.6110305
#> 20 fdeaths 1975-08-01 0.5979681
#> 21 fdeaths 1975-09-01 0.4978229
#> 22 fdeaths 1975-10-01 0.6386067
#> 23 fdeaths 1975-11-01 0.7706821
#> 24 fdeaths 1975-12-01 1.1190131
#> 25 fdeaths 1976-01-01 1.1132075
#> 26 fdeaths 1976-02-01 1.6560232
#> 27 fdeaths 1976-03-01 1.3004354
#> 28 fdeaths 1976-04-01 0.7721335
#> 29 fdeaths 1976-05-01 0.6487663
#> 30 fdeaths 1976-06-01 0.6095791
#> 31 fdeaths 1976-07-01 0.5457184
#> 32 fdeaths 1976-08-01 0.4789550
#> 33 fdeaths 1976-09-01 0.5181422
#> 34 fdeaths 1976-10-01 0.6458636
#> 35 fdeaths 1976-11-01 0.7924528
#> 36 fdeaths 1976-12-01 1.1088534
#> 37 fdeaths 1977-01-01 1.2510885
#> 38 fdeaths 1977-02-01 0.9579100
#> 39 fdeaths 1977-03-01 0.9622642
#> 40 fdeaths 1977-04-01 0.9332366
#> 41 fdeaths 1977-05-01 0.7285922
#> 42 fdeaths 1977-06-01 0.5689405
#> 43 fdeaths 1977-07-01 0.5965167
#> 44 fdeaths 1977-08-01 0.5050798
#> 45 fdeaths 1977-09-01 0.5616836
#> 46 fdeaths 1977-10-01 0.5587808
#> 47 fdeaths 1977-11-01 0.5965167
#> 48 fdeaths 1977-12-01 0.9259797
#> 49 fdeaths 1978-01-01 1.1552975
#> 50 fdeaths 1978-02-01 1.2380261
#> 51 fdeaths 1978-03-01 1.0696662
#> 52 fdeaths 1978-04-01 0.7924528
#> 53 fdeaths 1978-05-01 0.7692308
#> 54 fdeaths 1978-06-01 0.6473149
#> 55 fdeaths 1978-07-01 0.6255443
#> 56 fdeaths 1978-08-01 0.5253991
#> 57 fdeaths 1978-09-01 0.5616836
#> 58 fdeaths 1978-10-01 0.6240929
#> 59 fdeaths 1978-11-01 0.6168360
#> 60 fdeaths 1978-12-01 0.9854862
#> 61 fdeaths 1979-01-01 1.1915820
#> 62 fdeaths 1979-02-01 1.1393324
#> 63 fdeaths 1979-03-01 1.0551524
#> 64 fdeaths 1979-04-01 0.8882438
#> 65 fdeaths 1979-05-01 0.6937591
#> 66 fdeaths 1979-06-01 0.6226415
#> 67 fdeaths 1979-07-01 0.5878084
#> 68 fdeaths 1979-08-01 0.5500726
#> 69 fdeaths 1979-09-01 0.5703919
#> 70 fdeaths 1979-10-01 0.5965167
#> 71 fdeaths 1979-11-01 0.7068215
#> 72 fdeaths 1979-12-01 0.8330914
#> 73 mdeaths 1974-01-01 1.1454643
#> 74 mdeaths 1974-02-01 1.0000000
#> 75 mdeaths 1974-03-01 1.0075148
#> 76 mdeaths 1974-04-01 1.0075148
#> 77 mdeaths 1974-05-01 0.8008588
#> 78 mdeaths 1974-06-01 0.6704240
#> 79 mdeaths 1974-07-01 0.6870639
#> 80 mdeaths 1974-08-01 0.6070853
#> 81 mdeaths 1974-09-01 0.6489533
#> 82 mdeaths 1974-10-01 0.8008588
#> 83 mdeaths 1974-11-01 0.8701020
#> 84 mdeaths 1974-12-01 0.9908749
#> 85 mdeaths 1975-01-01 1.1288245
#> 86 mdeaths 1975-02-01 1.1470746
#> 87 mdeaths 1975-03-01 1.1556629
#> 88 mdeaths 1975-04-01 0.9838969
#> 89 mdeaths 1975-05-01 0.7530864
#> 90 mdeaths 1975-06-01 0.6913580
#> 91 mdeaths 1975-07-01 0.6366076
#> 92 mdeaths 1975-08-01 0.6081589
#> 93 mdeaths 1975-09-01 0.5652174
#> 94 mdeaths 1975-10-01 0.7230274
#> 95 mdeaths 1975-11-01 0.8293076
#> 96 mdeaths 1975-12-01 1.1089640
#> 97 mdeaths 1976-01-01 1.0842727
#> 98 mdeaths 1976-02-01 1.4761138
#> 99 mdeaths 1976-03-01 1.2254428
#> 100 mdeaths 1976-04-01 0.7938808
#> 101 mdeaths 1976-05-01 0.6382179
#> 102 mdeaths 1976-06-01 0.6226516
#> 103 mdeaths 1976-07-01 0.5974235
#> 104 mdeaths 1976-08-01 0.5206656
#> 105 mdeaths 1976-09-01 0.5362319
#> 106 mdeaths 1976-10-01 0.6484165
#> 107 mdeaths 1976-11-01 0.7874396
#> 108 mdeaths 1976-12-01 1.1052067
#> 109 mdeaths 1977-01-01 1.2023618
#> 110 mdeaths 1977-02-01 0.8770800
#> 111 mdeaths 1977-03-01 0.9243156
#> 112 mdeaths 1977-04-01 0.9667203
#> 113 mdeaths 1977-05-01 0.6688137
#> 114 mdeaths 1977-06-01 0.6237252
#> 115 mdeaths 1977-07-01 0.5834675
#> 116 mdeaths 1977-08-01 0.5437466
#> 117 mdeaths 1977-09-01 0.5147611
#> 118 mdeaths 1977-10-01 0.6328502
#> 119 mdeaths 1977-11-01 0.6596887
#> 120 mdeaths 1977-12-01 0.8883521
#> 121 mdeaths 1978-01-01 1.0837359
#> 122 mdeaths 1978-02-01 1.2259796
#> 123 mdeaths 1978-03-01 1.0424047
#> 124 mdeaths 1978-04-01 0.7638218
#> 125 mdeaths 1978-05-01 0.7192700
#> 126 mdeaths 1978-06-01 0.6371444
#> 127 mdeaths 1978-07-01 0.5893720
#> 128 mdeaths 1978-08-01 0.5389157
#> 129 mdeaths 1978-09-01 0.5206656
#> 130 mdeaths 1978-10-01 0.6119163
#> 131 mdeaths 1978-11-01 0.5958132
#> 132 mdeaths 1978-12-01 0.9726248
#> 133 mdeaths 1979-01-01 1.2147075
#> 134 mdeaths 1979-02-01 0.9769189
#> 135 mdeaths 1979-03-01 0.9908749
#> 136 mdeaths 1979-04-01 0.8217928
#> 137 mdeaths 1979-05-01 0.6521739
#> 138 mdeaths 1979-06-01 0.5770263
#> 139 mdeaths 1979-07-01 0.5668277
#> 140 mdeaths 1979-08-01 0.5233494
#> 141 mdeaths 1979-09-01 0.5045625
#> 142 mdeaths 1979-10-01 0.5802469
#> 143 mdeaths 1979-11-01 0.6945786
#> 144 mdeaths 1979-12-01 0.7198068
# \donttest{
ts_plot(
`My Expert Knowledge` = ts_chain(
mdeaths,
ts_compound(ts_bind(ts_pc(mdeaths), 15, 23, 33))
),
`So Far` = mdeaths,
title = "A Very Manual Forecast"
)
# mean of 1974 = 1
ts_index(mdeaths, c("1974-01-01", "1974-12-31"))
#> Jan Feb Mar Apr May Jun Jul
#> 1974 1.3427717 1.1722511 1.1810602 1.1810602 0.9388076 0.7859053 0.8054114
#> 1975 1.3232657 1.3446594 1.3547271 1.1533742 0.8828064 0.8104452 0.7462640
#> 1976 1.2710398 1.7303760 1.4365267 0.9306277 0.7481516 0.7299040 0.7003303
#> 1977 1.4094699 1.0281579 1.0835300 1.1332389 0.7840176 0.7311625 0.6839704
#> 1978 1.2704106 1.4371559 1.2219600 0.8953909 0.8431650 0.7468932 0.6908919
#> 1979 1.4239421 1.1451943 1.1615542 0.9633475 0.7645116 0.6764197 0.6644644
#> Aug Sep Oct Nov Dec
#> 1974 0.7116564 0.7607362 0.9388076 1.0199780 1.1615542
#> 1975 0.7129149 0.6625767 0.8475696 0.9721567 1.2999843
#> 1976 0.6103508 0.6285984 0.7601070 0.9230769 1.2955797
#> 1977 0.6374076 0.6034293 0.7418594 0.7733207 1.0413717
#> 1978 0.6317445 0.6103508 0.7173195 0.6984427 1.1401605
#> 1979 0.6134969 0.5914740 0.6801951 0.8142205 0.8437942
# }