Often with time series you want to aggregate your dataset to a less
granular period. An example of this might be moving from a daily series to
a monthly series to look at broader trends in your data.
you to do exactly this.
period argument in
as_period() for specifying the transformation you
want is a character with a general format of
"frequency period" where frequency
is a number like 1 or 2, and period is an interval like
There must be a space between the two.
library(tibbletime) library(dplyr) # Facebook stock prices. data(FB) # Convert FB to tbl_time FB <- as_tbl_time(FB, index = date) # FANG stock prices data(FANG) # Convert FANG to tbl_time and group FANG <- as_tbl_time(FANG, index = date) %>% group_by(symbol)
To see this in action, transform the daily
FB data set to monthly data.
as_period(FB, '1 month') # Additionally, the following are equivalent # as_period(FB, 'monthly') # as_period(FB, 'm') # as_period(FB, '1 m')
You aren't restricted to only 1 month periods. Maybe you wanted every 2 months?
as_period(FB, '2 m')
Or maybe every 25 days? Note that the dates do not line up exactly with a
difference of 25 days. This is due to the data set not being completely regular
(there are gaps due to weekends and holidays).
as_period() chooses the first date it can find in the period specified.
as_period(FB, '25 d')
By default, the date that starts the first group is calculated as:
1) Find the minimum date in your dataset.
2) Floor that date to the period that you specified.
In the 1 month example above,
2013-01-02 is the first date in the series,
and because "monthly" was chosen, the first group is defined as
(2013-01-01 to 2013-01-31).
Occasionally this is not what you want. Consider what would happen if you
changed the period to "every 2 days". The first date is
because "daily" is chosen, this isn't floored to
2013-01-01 so the groups are
(2013-01-02, 2013-01-03), (2013-01-04, 2013-01-05) and so on.
If you wanted the first group to be (2013-01-01, 2013-01-02), you can use
# Without start_date as_period(FB, '2 d')
# With start_date as_period(FB, '2 d', start_date = "2013-01-01")
By default, the first date per period is returned. If you want the end of each
period instead, specify the
side = "end" argument.
as_period(FB, 'y', side = "end")
One of the neat things about working in the
tidyverse is that these functions
can also work with grouped datasets. Here we transform the daily series of the
4 FANG stocks to a periodicity of every 2 years.
FANG %>% as_period('2 y')
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