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TSSCALE
Returns an array of cells for the scaled time series.
Syntax
TSSCALE(X, k)
X
is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
k
is the scalar/multiplier value.
Remarks
- The time series is homogeneous or equally spaced.
- The scale operator is described as:
![\[<br />
\left[z_t\right] =\left[x_t\right] \times \alpha<br />
\]](/sites/all/files/tex/0bcaa39eaa2f50485a5891d7714b32b7c94f611e.png)
Where:
-
![$ \left[z_t\right] $](/sites/all/files/tex/6fe1ed66fff17c85552de88c60f36bb19e218b0d.png)
is the scaled time series.
-
![$ \left[x_t\right] $](/sites/all/files/tex/a57897cec2e67d7b9d2bad89da9e8b713b4bde6f.png)
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
