Produces all temporal aggregations for frequencies greater than 1

tsaggregates(y, m = frequency(y), align = c("end", "start"),
  aggregatelist = NULL)

Arguments

y

Univariate time series of class ts.

m

Integer seasonal period

align

Indicates how the aggregates are to be aligned: either with the start of the series or the end of the series. For forecasting purposes, it should be set to end.

aggregatelist

User-selected list of aggregates to consider.

Value

A list of time series. The first element is the series `y`, followed by series with increasing levels of aggregation. The last element is the "annual" series (i.e., the series aggregated over all seasons).

See also

plot.tsaggregates

Examples

tsaggregates(USAccDeaths)
#> $Monthly #> Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec #> 1973 9007 8106 8928 9137 10017 10826 11317 10744 9713 9938 9161 8927 #> 1974 7750 6981 8038 8422 8714 9512 10120 9823 8743 9129 8710 8680 #> 1975 8162 7306 8124 7870 9387 9556 10093 9620 8285 8466 8160 8034 #> 1976 7717 7461 7767 7925 8623 8945 10078 9179 8037 8488 7874 8647 #> 1977 7792 6957 7726 8106 8890 9299 10625 9302 8314 8850 8265 8796 #> 1978 7836 6892 7791 8192 9115 9434 10484 9827 9110 9070 8633 9240 #> #> $`2-Monthly` #> Time Series: #> Start = c(1973, 1) #> End = c(1978, 6) #> Frequency = 6 #> [1] 17113 18065 20843 22061 19651 18088 14731 16460 18226 19943 17872 17390 #> [13] 15468 15994 18943 19713 16751 16194 15178 15692 17568 19257 16525 16521 #> [25] 14749 15832 18189 19927 17164 17061 14728 15983 18549 20311 18180 17873 #> #> $Quarterly #> Qtr1 Qtr2 Qtr3 Qtr4 #> 1973 26041 29980 31774 28026 #> 1974 22769 26648 28686 26519 #> 1975 23592 26813 27998 24660 #> 1976 22945 25493 27294 25009 #> 1977 22475 26295 28241 25911 #> 1978 22519 26741 29421 26943 #> #> $`4-Monthly` #> Time Series: #> Start = c(1973, 1) #> End = c(1978, 3) #> Frequency = 3 #> [1] 35178 42904 37739 31191 38169 35262 31462 38656 32945 30870 36825 33046 #> [13] 30581 38116 34225 30711 38860 36053 #> #> $Biannual #> Time Series: #> Start = c(1973, 1) #> End = c(1978, 2) #> Frequency = 2 #> [1] 56021 59800 49417 55205 50405 52658 48438 52303 48770 54152 49260 56364 #> #> $Annual #> Time Series: #> Start = 1973 #> End = 1978 #> Frequency = 1 #> [1] 115821 104622 103063 100741 102922 105624 #> #> attr(,"class") #> [1] "tsaggregates"