# This library is free software; you can redistribute it and/or # modify it under the terms of the GNU Library General Public # License as published by the Free Software Foundation; either # version 2 of the License, or (at your option) any later version. # # This library is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU Library General Public License for more details. # # You should have received a copy of the GNU Library General # Public License along with this library; if not, write to the # Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, # MA 02111-1307 USA # Copyrights (C) # for this R-port: # 1999 - Diethelm Wuertz, GPL # 2007 - Rmetrics Foundation, GPL # Diethelm Wuertz # www.rmetrics.org # for the code accessed (or partly included) from other R-ports: # see R's copyright and license files # for the code accessed (or partly included) from contributed R-ports # and other sources # see Rmetrics's copyright file ################################################################################ # MEHODS: DESCRIPTION: # diff.timeDate Returns suitably lagged and iterated differences ################################################################################ diff.timeDate <- function (x, lag = 1, differences = 1, ...) { # A function implemented by Diethelm Wuertz # Description: # Returns suitably lagged and iterated differences # Arguments: # x - a 'timeDate' object. # lag - an integer indicating which lag to use, by # default 1. # differences - an integer indicating the order of the # difference, by default 1. # ... - further arguments to be passed to or from methods. # Value: # If 'x' is a vector of length 'n' and 'differences=1', then # the computed result is equal to the successive differences # 'x[(1+lag):n] - x[1:(n-lag)]'. # If 'difference' is larger than one this algorithm is applied # recursively to 'x'. Note that the returned value is a vector # which is shorter than 'x'. # FUNCTION: # Set Timezone to GMT: myTZ = Sys.getenv("TZ") Sys.setenv(TZ = "GMT") # Convert to GMT: GMT = timeDate(x, zone = x@FinCenter, FinCenter = "GMT") ans = diff.POSIXt(as.POSIXct(GMT@Data), lag = lag, differences = differences, ...) # Reset Timezone: Sys.setenv(TZ = myTZ) # Return Value: ans } ################################################################################