durations              package:fSeries              R Documentation

_C_o_m_p_u_t_e_s _d_u_r_a_t_i_o_n_s _f_r_o_m _a _t_i_m_e_S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     Computes durations from an object of class 'timeSeries'.

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

    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. 

_V_a_l_u_e:

     returns an object of class 'timeSeries'.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## data -  
        # Microsoft Data: 
        myFinCenter <<- "GMT"
        MSFT = as.timeSeries(data(msft.dat))[1:20, "Open"]
        head(MSFT)

     ## durations -  
        # Durations in hours: Continuous Returns:
        durations(MSFT, units = "hours")

