TSdata.TSPADIdata
TSdata from TSPADI
Description
Get a TSdata structure from TSPADI Database Interface
Usage
Required Arguments
Value
Details
This is a wrapper to produce DSE data structure from a TS PADI interface
to a database. The padi interface programs are available (from the Bank of Canada - but hopefully they will be supported commercial some day.) and are not included with the DSE library.
It is assumed that data is a list with two elements, input and output,
(input should be NULL if the model has no input variable) and some other
optional elements. There are two possible forms for these elements:
- Each is a list with two elements, db and series, which are character
strings or vectors of character strings to identify the data base
and series name, as required by a function getpadi.
- Each is a list of character vectors, one for each series, and each
character vector has strings identifying
c("db", "series", "transformation", and "name")
in that order. "name" can be omitted.
data.id can optionally include:
- $start
- a two element vector of starting year and period,
- $end
- a two element vector of end year and end period,
- $input.transformations
- a vector of strings, one for each input, giving
any transformations which should be applied (with eval(call())),
- $output.transformations
- a vector of strings, one for each output, giving
any transformations (e.g. "log", "" if no transform).
- $pad
- T or F indicating if data should be padded on both ends
to the length of the longest available series with NAs (see getpadi).
If padding is not done then series are truncated to the
intersection of available data so there are no NAs in the result.
- $pad.start
- T or F indicating if NAs should be padded to beginning
- $pad.end
- T or F indicating if NAs should be padded to end of data
(only one of pad, pad.start and pad.end should to be specified T. If
they are not specified (thus NULL) they are set to F.)
- $input.names
- names to replace series identifiers.
- $output.names
- names to replace series identifiers.
See Also
Examples
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