tsibble (version 0.8.2)

tsibble-package: tsibble: tidy temporal data frames and tools

Description

The tsibble package provides a data class of tbl_ts to represent tidy time series data. A tsibble consists of a time index, key, and other measured variables in a data-centric format, which is built on top of the tibble.

Index

An extensive range of indices are supported by tsibble: native time classes in R (such as Date, POSIXct, and difftime) and tsibble's new additions (such as yearweek, yearmonth, and yearquarter). Some commonly-used classes have built-in support too, including ordered, hms::hms, zoo::yearmon, zoo::yearqtr, and nanotime.

For a tbl_ts of regular interval, a choice of index representation has to be made. For example, a monthly data should correspond to time index created by yearmonth or zoo::yearmon, instead of Date or POSIXct. Because months in a year ensures the regularity, 12 months every year. However, if using Date, a month containing days ranges from 28 to 31 days, which results in irregular time space. This is also applicable to year-week and year-quarter.

Since the tibble that underlies the tsibble only accepts a 1d atomic vector or a list, the tsibble doesn't accept types of POSIXlt and timeDate.

Tsibble supports arbitrary index classes, as long as they can be ordered from past to future. To support a custom class, one needs to define index_valid() for the class and calculate the interval through interval_pull().

Key

Key variable(s) together with the index uniquely identifies each record:

• Empty: an implicit variable. NULL resulting in a univariate time series.

• A single variable: For example, data(pedestrian) use the bare Sensor as the key.

• Multiple variables: For example, Declare key = c(Region, State, Purpose) for data(tourism). Key can be created in conjunction with tidy selectors like starts_with().

Interval

The interval function returns the interval associated with the tsibble.

• Regular: the value and its time unit including "nanosecond", "microsecond", "millisecond", "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 (?).

An interval is obtained based on the corresponding index representation:

• integer/numeric/ordered (ordered factor): either "unit" or "year" (Y)

• yearquarter/yearqtr: "quarter" (Q)

• yearmonth/yearmon: "month" (M)

• yearweek: "week" (W)

• Date: "day" (D)

• difftime: "quarter" (Q), "month" (M), "week" (W), "day" (D), "hour" (h), "minute" (m), "second" (s)

• POSIXct/hms: "hour" (h), "minute" (m), "second" (s), "millisecond" (us), "microsecond" (ms)

• nanotime: "nanosecond" (ns)

Time zone

Time zone corresponding to index will be displayed if index is POSIXct. ? means that the obtained time zone is a zero-length character "".

Print options

The tsibble package fully utilises the print method from the tibble. Please refer to tibble::tibble-package to change display options.

See Also

Useful links:

• https://tsibble.tidyverts.org

• Report bugs at https://github.com/tidyverts/tsibble/issues

Examples

# NOT RUN {
# create a tsibble w/o a key ----
tsibble(
  date = as.Date("2017-01-01") + 0:9,
  value = rnorm(10)
)

# create a tsibble with one key ----
tsibble(
  qtr = rep(yearquarter("2010-01") + 0:9, 3),
  group = rep(c("x", "y", "z"), each = 10),
  value = rnorm(30),
  key = group
)
# }