inzightts: Coerce data to an inzightts (time-series) object

Description

The function inzightts creates temporal data frames for use in iNZight. Unlike ts objects, these are tsibble objects that enable temporal data wrangling, adapting to tidy data principles, which are both data- and model-oriented.

Usage

inzightts(x, ...)
# S3 method for character
inzightts(x, stringsAsFactors = TRUE, as.is = TRUE, ...)
# S3 method for data.frame
inzightts(
  x,
  var = NULL,
  index = NULL,
  key = NULL,
  start = NULL,
  end = NULL,
  freq = NULL,
  ...
)
# S3 method for ts
inzightts(x, var_name = NULL, pivot_longer = FALSE, ...)
# S3 method for tbl_ts
inzightts(x, ...)

Value

An inzightts (inz_ts) object, a sub-class of tsibble, which includes the index variable, temporal variable, and, if applicable, relevant keys.

Arguments

x: A data.frame, ts, tsibble, or path.
...: Additional arguments to be passed to or from methods.
stringsAsFactors: See read.csv
as.is: See read.csv
var: The column number or name in data representing the observations used in the actual time series.
index: The column number or name in data containing the time variable.
key: The variable(s) that uniquely determine time indices.
start: The time of the first observation. It can be a single number or a vector of two integers representing a natural time unit and a (1-based) number of samples into the time unit.
end: The time of the last observation, specified in the same way as start.
freq: The number of observations per unit of time.
var_name: The new name for the variable column of the univariate time series, applicable only if x is not an mts object.
pivot_longer: Logical; set to TRUE to transform data to a "longer" form, otherwise keep the current form. Applicable only if x is an mts object.

Details

If a ts object is used to create the inzightts object, all the domain information is extracted from that object.

The index parameter should be a character, Date, yearweek, yearmonth, or yearquarter object.

If index is a character, the function recognizes the following time variable formats without case sensitivity:

"(Y)yyyy": annually data, e.g., "(Y)1991"
"(Y)yyyyMmm": monthly data, e.g., "(Y)1991M01"
"(Y)yyyyQqq": quarterly data, e.g., "(Y)1991Q01"
"(Y)yyyyWww": weekly data with yearly seasonality, e.g., "(Y)1991W01"
"(Y)yyyyDdd": daily data with yearly seasonality, e.g., "(Y)1991D01"
"WwwDdd": daily data with weekly seasonality, e.g., "W01D01"
"DddHhh": hourly data with daily seasonality, e.g., "D01H01"

The length of digits of each time unit could be flexible, and spaces between the time unit are allowed.

In case data is a data.frame or path to a .csv file, and start is omitted, the starting date and the freq are extracted from the column that includes the time information. This column is either named "Time" or is the first column. If end is omitted, all of the data will be used for the time-series.

Examples

Run this code

# create from a ts object
z <- inzightts(UKgas)
if (FALSE) {
plot(z)
}

# create from a data.frame
x <- inzightts(
    data.frame(Return = rnorm(100), Time = 1900:1999),
    var = "Return"
)
# or specify a time column
x <- inzightts(
    data.frame(Return = rnorm(100), Year = 1900:1999),
    var = "Return", index = "Year"
)

# create from a data.frame with modified time frame
y <- inzightts(
    data.frame(Return = rnorm(100)),
    start = c(1990, 1), end = c(1993, 5), freq = 12, var = 1
)
if (FALSE) {
plot(y)
}