README.md

In unimi-dse/a45b803b: Plotting and differentiating time series

TS1 Package in R

Author: Filippo Menegatti

Description of the package

With the TS1 package it is possible to run a preliminar analysis and visualization of your time series data. It is possible to make graphs of the raw data, ACF and PACF - for one or two series - at the same time. Then you can obtain the order of integration, differentiate the series or plot directly the I(0) series. Finally, the package contains a default dataset of the US GDP per capita and the US inflation between 1948 and 2019.

Functions description

loaddata()

This particular function is used to print the dataframe containing GDP and Inflation data from our default dataset with the column DATE converted in class Date.

MAINPLOTS()

With this function you can visualize the main plots of the package with the data given by default.

ggdoubleplt()

This function can be used to visualize the plot of the two series using the package ggplot2. It also combines the graphs putting them in a single window with gridExtra.

ggsumplts()

With this function it is possible to visualize the raw data, acf, pacf of a time series with ggplot2, gridExtra and ggfortify.

ggdoublesumplts()

This function can be used like the previous one, but permits to visualize the two series in the same window to easily compare them.

intorder()

This functios can be used to return the order of integration of the two time series with the adf.test() from tseries package.

I0_series()

This function is used to calculate the order of integration of a series with the adf.test() from tseries package and then differentiate it to obtain the I(0) series.

plot_I0()

This function return the plot of the differentiated series.

Packages needed

ggplot2, zoo, tseries, gridExtra, ggfortify

unimi-dse/a45b803b documentation built on Feb. 18, 2020, 3:52 a.m.