ts_ts | R Documentation |
tsbox is built around a set of converters, which convert time series
stored as ts
, xts
, zoo
, zooreg
, data.frame
, data.table
, tbl
,
tbl_ts
, tbl_time
, tis
, irts
or timeSeries
to each other.
ts_data.frame(x)
ts_df(x)
ts_data.table(x)
ts_dt(x)
ts_tbl(x)
ts_tibbletime(x)
ts_timeSeries(x)
ts_tis(x)
ts_ts(x)
ts_irts(x)
ts_tsibble(x)
ts_tslist(x)
ts_xts(x)
ts_zoo(x)
ts_zooreg(x)
x |
ts-boxable time series, an object of class |
In data frames, multiple time series will be stored in a 'long' format. tsbox detects a value, a time and zero to several id columns. Column detection is done in the following order:
Starting on the right, the first first numeric
or integer
column
is used as value column.
Using the remaining columns, and starting on the right again, the first
Date
, POSIXct
, numeric
or character
column is used as
time column. character
strings are parsed by anytime::anytime()
.
The time stamp, time
, indicates the beginning of a period.
All remaining columns are id columns. Each unique combination of id columns points to a time series.
Alternatively, the time column and the value column to be
explicitly named as time
and value
. If explicit names are used, the
column order will be ignored.
Whenever possible, tsbox relies on heuristic time conversion. When a
monthly "ts"
time series, e.g., AirPassengers
, is converted to a data
frame, each time stamp (of class "Date"
) is the first day of the month. In
most circumstances, this reflects the actual meaning of the data stored in a
"ts"
object. Technically, of course, this is not correct: "ts"
objects
divide time in period of equal length, while in reality, February is shorter
than January. Heuristic conversion is done for frequencies of 0.1 (decades),
1 (years), 4 (quarters) and 12 (month).
For other frequencies, e.g. 260, of EuStockMarkets
, tsbox uses exact
time conversion. The year is divided into 260 equally long units, and time
stamp of a period will be a point in time (of class "POSIXct"
).
ts-boxable time series of the desired class, i.e., an object of
class ts
, xts
, zoo
, zooreg
, data.frame
, data.table
, tbl
,
tbl_ts
, tbl_time
, tis
, irts
or timeSeries
.
x.ts <- ts_c(mdeaths, fdeaths)
x.ts
ts_df(x.ts)
suppressMessages(library(dplyr))
ts_tbl(x.ts)
suppressMessages(library(data.table))
ts_dt(x.ts)
suppressMessages(library(xts))
ts_xts(x.ts)
# heuristic time conversion
# 1 month: approx. 1/12 year
ts_df(AirPassengers)
# exact time conversion
# 1 trading day: exactly 1/260 year
ts_df(EuStockMarkets)
# multiple ids
a <- ts_df(ts_c(fdeaths, mdeaths))
a$type <- "level"
b <- ts_pc(a)
b$type <- "pc"
multi.id.df <- rbind(a, b)
ts_ts(multi.id.df)
ts_plot(multi.id.df)
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