Create a bts Object Representing a Block Time-Series

Create a bts object representing a block time-series.

bts(x, dateFrom, date)

Arguments

x: A matrix with the time-series components as its columns.
dateFrom: A beginning date used when date is missing. Then a date vector
date: A vector that can be coerced to the class "Date" with length nrow(x).

Value

An object with class "bts" inheriting from "matrix". This object has a "date" attribute which is used to identify the beginning of the blocks.

Details

This structure is intended to represent slowly varying time-series only. So we can plot the column of bts object against the date vector given as attribute. Since a date represents the beginning of a block, each polyline (or "curve") actually shifted by an half-block.

Note

Some matrix operations do not make sense for bts objects. A "bts" is transformed in an ordinary numeric matrix by simply using unclass, see examples.

Examples

x <- matrix(1:300, ncol = 10)
myBts1 <- bts(x, dateFrom = "2010-01-01")
## plot method
plot(myBts1)

mat <- unclass(myBts1)
class(mat)
#> [1] "matrix" "array" 
x <- matrix(150 + 150 * runif(300), ncol = 100)
## with more than 12 columns, the legend is no longer shown
myBts2 <- bts(x, date = c("2040-01-01", "2041-01-01", "2042-01-01"))
plot(myBts2)