Grocer Function
NAME
ts2vec - transforms a ts into a vector
CALLING SEQUENCE
vecout=ts2vec(ts,arg1,...,argn)
PARAMETERS
Input
-
ts = a time series (between quotes or not)
-
argi =
- a date strings (in even number) corresponding to the bounds over which the values are taken
or:
- a (1 x 2*n) vector of date strings corresponding to the bounds over which the values are taken (optional : if not provided, the function operates over the whole time range of the series)
Output
DESCRIPTION
Transforms the values of a timeseries into the vector of its value.
EXAMPLE
Assume that x is a ts defined over the period '1954m1' - '2002m5' then
1) y = ts2vec(x,'1960m1','1989m12')
2) y = ts2vec('x',['1960m1' '1989m12'])
3) y = ts2vec(x,'1960m1','1989m12','2000m1','2002m5')
4) y = ts2vec(x,['1960m1' '1989m12' '2000m1' '2002m5'])
Examples 1 and 2 do the same thing: take the values of ts y over the period '1960m1' to '1989m12'.
Examples 3 and 4 do the same thing: take the values of ts y over the period '1960m1' to '1989m12' and then '2000m1' to '2002m5'.
AUTHOR
Eric Dubois 2002