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TimeSeriesAnalysis[GetData] - obtain raw data from time series

TimeSeriesAnalysis[GetDates] - obtain dates from time series

TimeSeriesAnalysis[GetDateFormat] - obtain default date format from time series

TimeSeriesAnalysis[GetHeaders] - obtain headers from time series

TimeSeriesAnalysis[GetPeriod] - obtain period from time series

Calling Sequence

GetData(TS, readonly_opt)

GetDates(TS, format_opt)

GetDateFormat(TS)

GetHeaders(TS)

GetPeriod(TS)

Parameters

TS

-

TimeSeries object

readonly_opt

-

(optional) equation of the form readonly = true or false

format_opt

-

(optional) equation of the form format = formatvalue

GetData

• 

This command returns a Matrix where each data set in TS occupies one column.

• 

If the keyword readonly is supplied, or the option readonly = true, then the Matrix returned is a read-only alias of the Matrix actually in the TimeSeries object. If the option readonly = false is supplied (the default), then the Matrix returned is a copy of the Matrix TimeSeries object.

GetDates

• 

This command returns a column Vector of the dates of the TimeSeries object.

• 

By default, the date format stored as the default date format is returned. This date format can be obtained with the GetDateFormat command. A different format can be selected with the format = str option, where str is a string. This string is passed to StringTools[FormatTime]. If str is the string "unformatted", then the dates are returned a Vector of numbers.

GetDateFormat

• 

This command returns the default formatting string.

GetHeaders

• 

This command returns the list of headers of the data sets.

GetPeriod

• 

This command returns the period optionally used for seasonal models, as the number of observations per season.

Examples

withTimeSeriesAnalysis:

ts:=TimeSeries4,5,6,2,1,2,'headers'=Monthly sales,Monthly profits,'startdate'=2013-01-31,'frequency'=monthly

ts:=Time seriesMonthly sales, Monthly profits3 rows of data:2013-01-31 - 2013-03-31

(1)

A copy of the data, and a read-only alias of the data.

GetDatats

4.2.5.1.6.2.

(2)

GetDatats,'readonly'=true

4.2.5.1.6.2.

(3)

The dates for this time series in various formats.

GetDatests

2013-01-312013-02-282013-03-31

(4)

GetDatests,format=%D

01/31/1302/28/1303/31/13

(5)

GetDatests,format=unformatted

135959040013620096001364684400

(6)

The headers.

GetHeadersts

Monthly sales,Monthly profits

(7)

The period. There are 12 months in a year.

GetPeriodts

12

(8)

See Also

Statistics[AutoCorrelation], Statistics[CrossCorrelation], TimeSeriesAnalysis


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