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TSADD
Returns an array of cells for the sum of two time series.
Syntax
TSADD(X, Y)
X
is the first univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
Y
is the second univariate time series data. If a single value is passed, it will be added to all observations in the first time series.
Remarks
- The time series is homogeneous or equally spaced.
- The two time series have an identical number of observations and time order, or the second series contains a single value.
- In the case where the two time series are identically sized, the two series are added together point-by-point:
![\[<br />
\left[z_t\right] = \left[x_t\right] + \left[y_t\right]<br />
\]](/sites/all/files/tex/ecd95109d8d734ea6bc6ed2f6f723e113ad59ef1.png)
Where:
-
is the sum time series.
-
is the first time series.
-
is the second time series.
-
- In the case where the second time series is passed as a single value (
), this constant is added to all points in the first time series:
![\[<br />
\left[z_t\right] =\left[x_t\right] + \left[\alpha\right]<br />
\]](/sites/all/files/tex/ab7769b42b317bd0572012a9178e5135526804f4.png)
Where:
-
is the sum time series.
-
is the first time series.
-
is a constant value.
-
- The returned array has the same size and time order as the first input time series.
References
- Hamilton, J .D.; Time Series Analysis
, Princeton University Press (1994), ISBN 0-691-04289-6 - Tsay, Ruey S.; Analysis of Financial Time Series
John Wiley & SONS. (2005), ISBN 0-471-690740
