The tsibble package provides a data class of tbl_ts to store and manage
temporal data frames in a "tidy" form. A tsibble consists of a time index,
key(s) and other measured variables in a data-centric format, which is built on
top of the tibble.
The time indices are no longer an attribute (for example, the tsp attribute
in a ts object), but preserved as the essential component of the tsibble. A
few index classes, such as Date, POSIXct, and difftime, forms the basis of
the tsibble, with new additions yearweek, yearmonth, and yearquarter
representing year-week, year-month, and year-quarter respectively. zoo::yearmth
and zoo::yearqtr are also supported. It is extensible to work with custom
index, for example trading days and weekly data.
Key variable(s) together with the index uniquely identifies each record. And key(s) also imposes the structure on a tsibble, which can be created via the id function as identifiers:
None: an implicit variable id() resulting a univariate time series.
A single variable: an explicit variable. For example, data(pedestrian)
uses the id(Sensor) column as the key.
Nested variables: a nesting of one variable under another. For example,
data(tourism) contains two geographical locations: Region and State.
Region is the lower level than State in Australia; in other words, Region
is nested into State, which naturally forms a hierarchy. A vertical bar (|)
is used to describe this nesting relationship, and thus Region | State.
In theory, nesting can involve infinite levels, so is tsibble.
Crossed variables: a crossing of one variable with another. For example,
the geographical locations are crossed with the purpose of visiting (Purpose)
in the data(tourism). A comma (,) is used to indicate this crossing
relationship. Nested and crossed variables can be combined, such as
data(tourism) using id(Region | State, Purpose).
These key variables describe the data structure.
The interval function returns the interval associated with the tsibble.
Regular: the value and its time unit including "second", "minute", "hour", "day", "week", "month", "quarter", "year". An unrecognisable time interval is labelled as "unit".
Irregular: as_tsibble(regular = FALSE) gives the irregular tsibble. It is
marked with !.
Unknown: if there is only one entry for each key variable, the interval
cannot be determined (?).
The tsibble package fully utilises the print method from the tibble. Please
refer to tibble::tibble-package to change display options.
Useful links: