Performs temporal aggregation of high to low frequency time series.
Currently, ta only works with ts or mts time series
objects.
Usage
ta(x, ...)
# S3 method for class 'ts'
ta(x, conversion = "sum", to = "annual", ...)
Arguments
- x
a time series object of class "ts" or "mts".
- ...
additional arguments, passed to the methods.
- conversion
type of conversion: "sum", "average",
"first" or "last".
- to
(low-frequency) destination frequency as a character
string ("annual" or "quarterly") or as a
scalar (e.g. 1, 2, 4).
Value
ta returns an object of class "ts" or "mts",
depending on the class of the input series.
Details
ta is used to aggregate a high frequency time series into a low
frequency series, while the latter is either the sum, the average, the first
or the last value of the high-frequency series. ta is the inverse
function of td(). If applied to an output series of td,
ta yields the original series.
See also
td() for the main function for temporal disaggregation.
Examples
data(swisspharma)
sales.q.a <- ta(sales.q, conversion = "sum", to = "annual")
all.equal(sales.a, sales.q.a)
#> [1] TRUE