ts_object_to_tibble: Converts time series object into tibble

In ing-bank/tsforecast: Time Series Forecasting Pipeline

Description

ts_object_to_tibble is a function to convert a time series object into a tibble with a period column in yyyymm numeric format and a column of interest for the data in the time series object. If applicable, also the external regressors in the time series object are converted to individual columns.

Usage

ts_object_to_tibble(ts_object)

Arguments

ts_object

A time series object.

Value

A tibble object with a period column in yyyymm numeric format and or more other columns corresponding to the data in the time series object.

Examples

ts_object <- tstools::initialize_ts_forecast_data(
      data = dummy_gasprice,
      date_col = "year_month",
      col_of_interest = "gasprice",
      group_cols = c("state", "oil_company"),
      xreg_cols = c("spotprice", "gemprice")
   ) %>%
   dplyr::filter(grouping == "state = New York   &   oil_company = CompanyA") %>%
   tstools::transform_data_to_ts_object(seasonal_periods = 3)
ts_object_to_tibble(ts_object = ts_object)

ing-bank/tsforecast documentation built on Sept. 18, 2020, 9:40 a.m.