R: Durations from a Time Series

durations {timeSeries}

R Documentation

Durations from a Time Series

Description

Compute durations from an object of class 'timeSeries'.

Usage

  
durations(x, trim = FALSE, units = c("secs", "mins", "hours", "days"))

Arguments

`x`	an object of class `timeSeries`.
`trim`	a logical value. By default `TRUE`, the first missing observation in the return series will be removed.
`units`	a character value or vector which allows to set the units in which the durations are measured. By default durations are measured in seconds.

Details

Durations measure how long it takes until we get the next record in a timesSeries object. We return a time series in which for each time stamp we get the length of the period from when we got the last record. This period is measured in length specified by the argument units, for daily data use units="days".

Value

returns an object of class timeSeries.

Examples

## Compute Durations in days for the MSFT Sereries - 
   head(durations(MSFT, units = "days"))
   head(durations(MSFT, trim = TRUE, units = "days"))

[Package timeSeries version 2160.95 Index]