Merge 'timeSeries' objects

Merges several object types with "timeSeries" objects. The number of rows must match.

Usage

merge(x, y, ...)

Arguments

x,y: objects to merge, at least one of class "timeSeries".
...: further objects to merge.

Value

a "timeSeries" object

Methods

signature(x = "timeSeries", y = "missing")
signature(x = "timeSeries", y = "ANY")
signature(x = "timeSeries", y = "matrix")
signature(x = "timeSeries", y = "numeric")
signature(x = "timeSeries", y = "timeSeries")
signature(x = "ANY", y = "ANY")
signature(x = "ANY", y = "timeSeries")
signature(x = "matrix", y = "timeSeries")
signature(x = "numeric", y = "timeSeries")

Examples

## Load Series -
   x <- MSFT[1:12, ]

## Merge 'timeSeries' with missing Object -
   merge(x)
#> GMT 
#>               Open    High     Low   Close   Volume
#> 2000-09-27 63.4375 63.5625 59.8125 60.6250 53077800
#> 2000-09-28 60.8125 61.8750 60.6250 61.3125 26180200
#> 2000-09-29 61.0000 61.3125 58.6250 60.3125 37026800
#> 2000-10-02 60.5000 60.8125 58.2500 59.1250 29281200
#> 2000-10-03 59.5625 59.8125 56.5000 56.5625 42687000
#> 2000-10-04 56.3750 56.5625 54.5000 55.4375 68226700
#> 2000-10-05 55.5000 57.2500 55.2500 55.3750 40549700
#> 2000-10-06 55.8125 56.7500 54.7500 55.5625 30897000
#> 2000-10-09 55.6250 55.7500 53.0000 54.1875 29161800
#> 2000-10-10 53.9375 55.5625 53.8125 54.5625 31033100
#> 2000-10-11 54.0000 56.9375 54.0000 55.7500 50602900
#> 2000-10-12 56.3125 56.8750 53.8125 54.3750 45109800

set.seed(1234)
## Merge 'timeSeries' with numeric Object -
   y <- rnorm(12)
   class(y)
#> [1] "numeric"
   merge(x, y)
#> GMT 
#>               Open    High     Low   Close   Volume          x
#> 2000-09-27 63.4375 63.5625 59.8125 60.6250 53077800 -1.2070657
#> 2000-09-28 60.8125 61.8750 60.6250 61.3125 26180200  0.2774292
#> 2000-09-29 61.0000 61.3125 58.6250 60.3125 37026800  1.0844412
#> 2000-10-02 60.5000 60.8125 58.2500 59.1250 29281200 -2.3456977
#> 2000-10-03 59.5625 59.8125 56.5000 56.5625 42687000  0.4291247
#> 2000-10-04 56.3750 56.5625 54.5000 55.4375 68226700  0.5060559
#> 2000-10-05 55.5000 57.2500 55.2500 55.3750 40549700 -0.5747400
#> 2000-10-06 55.8125 56.7500 54.7500 55.5625 30897000 -0.5466319
#> 2000-10-09 55.6250 55.7500 53.0000 54.1875 29161800 -0.5644520
#> 2000-10-10 53.9375 55.5625 53.8125 54.5625 31033100 -0.8900378
#> 2000-10-11 54.0000 56.9375 54.0000 55.7500 50602900 -0.4771927
#> 2000-10-12 56.3125 56.8750 53.8125 54.3750 45109800 -0.9983864

## Merge 'timeSeries' with matrix Object -
   y <- matrix(rnorm(24), ncol=2)
   class(y)
#> [1] "matrix" "array" 
   merge(x, y)
#> GMT 
#>               Open    High     Low   Close   Volume         y.1        y.2
#> 2000-09-27 63.4375 63.5625 59.8125 60.6250 53077800 -0.77625389 -0.6937202
#> 2000-09-28 60.8125 61.8750 60.6250 61.3125 26180200  0.06445882 -1.4482049
#> 2000-09-29 61.0000 61.3125 58.6250 60.3125 37026800  0.95949406  0.5747557
#> 2000-10-02 60.5000 60.8125 58.2500 59.1250 29281200 -0.11028549 -1.0236557
#> 2000-10-03 59.5625 59.8125 56.5000 56.5625 42687000 -0.51100951 -0.0151383
#> 2000-10-04 56.3750 56.5625 54.5000 55.4375 68226700 -0.91119542 -0.9359486
#> 2000-10-05 55.5000 57.2500 55.2500 55.3750 40549700 -0.83717168  1.1022975
#> 2000-10-06 55.8125 56.7500 54.7500 55.5625 30897000  2.41583518 -0.4755931
#> 2000-10-09 55.6250 55.7500 53.0000 54.1875 29161800  0.13408822 -0.7094400
#> 2000-10-10 53.9375 55.5625 53.8125 54.5625 31033100 -0.49068590 -0.5012581
#> 2000-10-11 54.0000 56.9375 54.0000 55.7500 50602900 -0.44054787 -1.6290935
#> 2000-10-12 56.3125 56.8750 53.8125 54.3750 45109800  0.45958944 -1.1676193

## Merge 'timeSeries' with matrix Object -
   y <- timeSeries(data=rnorm(12), charvec=time(x))
   class(y)
#> [1] "timeSeries"
#> attr(,"package")
#> [1] "timeSeries"
   merge(x, y)
#> GMT 
#>               Open    High     Low   Close   Volume       TS.1
#> 2000-09-27 63.4375 63.5625 59.8125 60.6250 53077800 -2.1800396
#> 2000-09-28 60.8125 61.8750 60.6250 61.3125 26180200 -1.3409932
#> 2000-09-29 61.0000 61.3125 58.6250 60.3125 37026800 -0.2942939
#> 2000-10-02 60.5000 60.8125 58.2500 59.1250 29281200 -0.4658975
#> 2000-10-03 59.5625 59.8125 56.5000 56.5625 42687000  1.4494963
#> 2000-10-04 56.3750 56.5625 54.5000 55.4375 68226700 -1.0686427
#> 2000-10-05 55.5000 57.2500 55.2500 55.3750 40549700 -0.8553646
#> 2000-10-06 55.8125 56.7500 54.7500 55.5625 30897000 -0.2806230
#> 2000-10-09 55.6250 55.7500 53.0000 54.1875 29161800 -0.9943401
#> 2000-10-10 53.9375 55.5625 53.8125 54.5625 31033100 -0.9685143
#> 2000-10-11 54.0000 56.9375 54.0000 55.7500 50602900 -1.1073182
#> 2000-10-12 56.3125 56.8750 53.8125 54.3750 45109800 -1.2519859

Usage

Arguments

Value

Methods

See also

Examples