README.md

In jayhesselberth/tidytime: Tidying Functions for Time Series Data

tidytime

Functions for tidying time series objects. tidytime can tidy ts, xts and zoo objects. The zoo tidier is identical to that available in the broom package, except that it returns a dplyr::tbl_df.

All tidied time series have the following columns:

• index: time value from the messy data. Can be dbl, date or time.
• series: column with a descriptor for the type of messy data.
• value: values from the original time series.

Install

> devtools::install_github('jayhesselberth/tidytime')

Usage

load

library(tidytime)

time series (ts) objects

sample.ts <- ts(1:10, frequency = 4, start = c(1959, 2))

tidytime(sample.ts)
#> Source: local data frame [10 x 3]
#> 
#>      index series value
#>      (dbl)  (chr) (int)
#> 1  1959.25      x     1
#> 2  1959.50      x     2
#> 3  1959.75      x     3
#> 4  1960.00      x     4
#> 5  1960.25      x     5
#> 6  1960.50      x     6
#> 7  1960.75      x     7
#> 8  1961.00      x     8
#> 9  1961.25      x     9
#> 10 1961.50      x    10

xts objects

library(xts)
data(sample_matrix)
sample.xts <- as.xts(sample_matrix, descr='my new xts object')

tidytime(sample.xts)
#> Source: local data frame [720 x 3]
#> 
#>         index series    value
#>        (time)  (chr)    (dbl)
#> 1  2007-01-02   Open 50.03978
#> 2  2007-01-03   Open 50.23050
#> 3  2007-01-04   Open 50.42096
#> 4  2007-01-05   Open 50.37347
#> 5  2007-01-06   Open 50.24433
#> 6  2007-01-07   Open 50.13211
#> 7  2007-01-08   Open 50.03555
#> 8  2007-01-09   Open 49.99489
#> 9  2007-01-10   Open 49.91228
#> 10 2007-01-11   Open 49.88529
#> ..        ...    ...      ...

zoo objects

library(zoo)
x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1
x <- zoo(rnorm(5), x.Date)

tidytime(x)
#> Source: local data frame [5 x 3]
#> 
#>        index series       value
#>       (date)  (chr)       (dbl)
#> 1 2003-02-01      x -1.30958729
#> 2 2003-02-03      x -0.18926248
#> 3 2003-02-07      x -0.39824172
#> 4 2003-02-09      x -0.05707392
#> 5 2003-02-14      x -0.87110370

jayhesselberth/tidytime documentation built on May 18, 2019, 5:57 p.m.