Description Usage Arguments Details Value Examples
tsbox is built around a set of converters, which convert time series
stored as ts
, xts
, data.frame
, data.table
or tibble
to each
other.
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 27 | 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)
|
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, an object of class ts
, xts
, data.frame
, data.table
, or tibble
.
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 27 28 | x.ts <- ts_c(mdeaths, fdeaths)
head(x.ts)
head(ts_df(x.ts))
suppressMessages(library(dplyr))
head(ts_tbl(x.ts))
suppressMessages(library(data.table))
head(ts_dt(x.ts))
suppressMessages(library(xts))
head(ts_xts(x.ts))
# heuristic time conversion
# 1 month: approx. 1/12 year
head(ts_df(AirPassengers))
# exact time conversion
# 1 trading day: exactly 1/260 year
head(ts_df(EuStockMarkets))
# multiple id
multi.id.df <- rbind(
within(ts_df(ts_c(fdeaths, mdeaths)), type <- "level"),
within(ts_pc(ts_df(ts_c(fdeaths, mdeaths))), type <- "pc")
)
head(ts_ts(multi.id.df))
ts_plot(multi.id.df)
|
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