Get summary attributes from a time-series index
1 2 3
A time-series index that is a vector of dates or datetimes.
tk_get_timeseries_signature decomposes the timeseries into commonly
needed features such as
numeric value, differences,
year, month, day, day of week, day of month,
day of year, hour, minute, second.
tk_get_timeseries_summary returns the summary returns the
start, end, units, scale, and a "summary" of the timeseries differences
in seconds including
the minmum, 1st quartile, median, mean, 3rd quartile, and maximum frequency.
differences give the user a better picture of the index frequency
so the user can understand the level of regularity or irregulairity.
A perfectly regular time series will have equal values in seconds for each metric.
However, this is not often the case.
Important Note: These functions only work with time-based indexes in datetime, date, yearmon, and yearqtr values. Regularized dates cannot be decomposed.
tibble object describing the timeseries.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26
library(tidyquant) library(timekit) # Works with time-based tibbles FB_tbl <- FANG %>% filter(symbol == "FB") FB_idx <- tk_index(FB_tbl) tk_get_timeseries_signature(FB_idx) tk_get_timeseries_summary(FB_idx) # Works with dates in any periodicity idx_weekly <- seq.Date(from = ymd("2016-01-01"), by = 'week', length.out = 6) tk_get_timeseries_signature(idx_weekly) tk_get_timeseries_summary(idx_weekly) # Works with zoo yearmon and yearqtr classes idx_yearmon <- seq.Date(from = ymd("2016-01-01"), by = "month", length.out = 12) %>% as.yearmon() tk_get_timeseries_signature(idx_yearmon) tk_get_timeseries_summary(idx_yearmon)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.