Have a Question?
Phone: +1 (888) 427-9486
+1 (312) 324-0367
Fax: +1 (312) 238-9092
Contact Us
TSREVERSE
Returns an array of cells for the time-order reversed time series (i.e. the first observation is swapped with the last observation, etc.).
Syntax
TSREVERSE(X)
X
is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
Remarks
- The time series is homogeneous or equally spaced.
- The reverse operator changes the time-order from ascending to descending or vice versa:
![\[<br />
\left[z_t\right] = \left[x_{T-t}\right]<br />
\]](/sites/all/files/tex/f1227f91ebdc4e728fe9be630b01e1a3a9ab2a58.png)
Where:
-
![$ \left[z_t\right] $](/sites/all/files/tex/3302a7a3f19823e2e0d828c5c570b0058e9277b1.png)
is the reversed time series.
-
![$ \left[x_t\right] $](/sites/all/files/tex/a57897cec2e67d7b9d2bad89da9e8b713b4bde6f.png)
is the input time series.
-
is the number of observations (including missing values) in the input time series.
-
- The returned array has the same size as the 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
