msts is an S3 class for multi seasonal time series objects, intended to be used for models that support multiple seasonal periods. The msts class inherits from the ts class and has an additional "msts" attribute which contains the vector of seasonal periods. All methods that work on a ts class, should also work on a msts class.

msts(data, seasonal.periods, ts.frequency = floor(max(seasonal.periods)), ...)

data | A numeric vector, ts object, matrix or data frame. It is intended that the time series data is univariate, otherwise treated the same as ts(). |
---|---|

seasonal.periods | A vector of the seasonal periods of the msts. |

ts.frequency | The seasonal period that should be used as frequency of
the underlying ts object. The default value is |

... | Arguments to be passed to the underlying call to |

An object of class `c("msts", "ts")`

. If there is only one
seasonal period (i.e., `length(seasonal.periods)==1`

), then the object
is of class `"ts"`

.

Slava Razbash and Rob J Hyndman

x <- msts(taylor, seasonal.periods=c(2*24,2*24*7,2*24*365), start=2000+22/52) y <- msts(USAccDeaths, seasonal.periods=12, start=1949)