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"))   

durationSeries(...)

Arguments

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

Value

returns an object of class timeSeries.

Examples

## Load Microsoft Data - 
   data(MSFT) 
   setRmetricsOptions(myFinCenter = "GMT")
   MSFT = MSFT[1:20, "Open"]
   MSFT

## Compute Durations in hours, Use Continuous Returns - 
   durations(MSFT, units = "hours")
[Package timeSeries version 2110.87 Index]