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Manipulating Time Series Data in R with xts & zoo
The xts and zoo are two R packages that provide tools and functions for manipulating time series data. Both packages offer functions for reading, writing, and manipulating time series data stored in various formats, such as CSV, Excel, and other data sources. We shall start by introducing xts and zoo classes, basic manipulations, merging and modifying time series, and by the end, we will be discussing applying and aggregating by time.
XTS and Zoo class
Syntax
In R, xts extends the zoo class. An xts object is similar to a matrix of observations that are indexed by a time object. We can create an xts object by using the below syntax,
xts(myData, order.by)
Here myData represent the data and order.by represents a vector of data/time type (for indexing the data)
Note that one may also include metadata to a xts object by creating name-value pairs like birthdayDate = as.POSIXct("2000-09-07").
Example
Consider an example below that creates an xts object using a vector of data that is indexed by a vector of dates. As you can see below, we have used name-value pair as well to add metadata ?
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> xts library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> a data
myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
length <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">,</span>
by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
born <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>POSIXct</span><span class="token punctuation">(</span><span class="token string">"2000-09-07"</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Print</span> the data
<span class="token function">print</span><span class="token punctuation">(</span>myData<span class="token punctuation">)</span>
</div>
Output
[,1] 2022-01-01 -0.7307375 2022-01-02 0.2299910 2022-01-03 -0.6965284 2022-01-04 -0.2002072 2022-01-05 1.1121364 2022-01-06 -0.6601843 2022-01-07 0.2926226 2022-01-08 1.2273859 2022-01-09 -0.5464344 2022-01-10 0.1108407
As you can see in the output, we have created an XTS object that is index by a date vector containing dates from 01-01-2022 to 10-01-2022.
The Zoo class provides us coredata() and index() functions using which we can separate core data and index attributes for analysis and manipulation purposes.
Example
Consider the following program ?
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> xts library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> a data
myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
length <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">,</span>
by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
born <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>POSIXct</span><span class="token punctuation">(</span><span class="token string">"2000-09-07"</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Using</span> <span class="token function">coredata</span><span class="token punctuation">(</span><span class="token punctuation">)</span> function
<span class="token function">print</span><span class="token punctuation">(</span><span class="token function">coredata</span><span class="token punctuation">(</span>myData<span class="token punctuation">)</span><span class="token punctuation">)</span>
</div>
Output
[,1] [1,] -2.4213283 [2,] -0.8433878 [3,] 2.0066340 [4,] 0.2640308 [5,] -0.3049552 [6,] 0.2998816 [7,] -0.4239970 [8,] 0.5577881 [9,] -0.5870677 [10,] 0.6856740
Using index() function to get actual dates
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"><span class="token function">print</span><span class="token punctuation">(</span><span class="token function">index</span><span class="token punctuation">(</span>myData<span class="token punctuation">)</span><span class="token punctuation">)</span> </div>
Output
[1] "2022-01-01" "2022-01-02" "2022-01-03" "2022-01-04" [5] "2022-01-05" "2022-01-06" "2022-01-07" "2022-01-08" [9] "2022-01-09" "2022-01-10"
As you can see in the output, firstly core data is printed then we have print actual dates on the console.
Basic Time Series Data Manipulations
In this section, we will discuss basic operations like extraction on the basis of the index and the role of forward slash between two time intervals.
Extraction on the basis of index
The xts class object allows us to extract value based on the index. Let us consider an example below ?
Example
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library <span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span> # <span class="token class-name">Create</span> myData myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">500</span><span class="token punctuation">)</span> dates <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> length <span class="token operator">=</span> <span class="token number">500</span><span class="token punctuation">,</span> by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span> # <span class="token class-name">Creating</span> myObject myObject <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> myData<span class="token punctuation">,</span> order<span class="token punctuation">.</span>by <span class="token operator">=</span> dates<span class="token punctuation">)</span> # <span class="token class-name">Print</span> the number of rows at index <span class="token string">"2022"</span> <span class="token function">nrow</span><span class="token punctuation">(</span>myObject<span class="token punctuation">[</span><span class="token string">"2022"</span><span class="token punctuation">]</span><span class="token punctuation">)</span> </div>
Output
[1] 365
Using forward slash(/) for creating an interval
We can use forward slash between two-time intervals in an XTS object to get the duration between the specified intervals. For example, consider a program given below ?
Example
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library <span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span> # <span class="token class-name">Create</span> myData myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">500</span><span class="token punctuation">)</span> dates <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span> length <span class="token operator">=</span> <span class="token number">500</span><span class="token punctuation">,</span> by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span> # <span class="token class-name">Creating</span> myObject myObject <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> dates<span class="token punctuation">,</span> order<span class="token punctuation">.</span>by <span class="token operator">=</span> dates<span class="token punctuation">)</span> # <span class="token class-name">Print</span> the duration between the two time intervals <span class="token function">nrow</span><span class="token punctuation">(</span>myObject<span class="token punctuation">[</span><span class="token string">"2022-01-01/2022-03-01"</span><span class="token punctuation">]</span><span class="token punctuation">)</span> </div>
Output
[1] 60
As you can see in the output, the duration of data between 01-01-2022 and 01-03-2022 gets printed on the console.
We can also use forward slash between two-time intervals ?
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library <span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span> # <span class="token class-name">Create</span> myData myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">500</span><span class="token punctuation">)</span> # <span class="token number">20</span> days of data by minute times <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">60</span><span class="token operator">*</span><span class="token number">24</span><span class="token operator">*</span><span class="token number">20</span><span class="token punctuation">)</span> dateTimes <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>POSIXct</span><span class="token punctuation">(</span><span class="token string">"2022-11-01"</span><span class="token punctuation">)</span> <span class="token operator">+</span> <span class="token punctuation">(</span><span class="token number">1</span><span class="token operator">:</span><span class="token punctuation">(</span><span class="token number">60</span><span class="token operator">*</span><span class="token number">24</span><span class="token operator">*</span><span class="token number">20</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token operator">*</span><span class="token number">60</span> # <span class="token class-name">Creating</span> myObject myObject <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> times<span class="token punctuation">,</span> order<span class="token punctuation">.</span>by <span class="token operator">=</span> dateTimes<span class="token punctuation">)</span> # <span class="token class-name">Print</span> time intervals between<span class="token punctuation">,</span> # <span class="token number">2022</span><span class="token operator">-</span><span class="token number">11</span><span class="token operator">-</span><span class="token number">01</span> <span class="token number">4</span>AM and <span class="token number">2022</span><span class="token operator">-</span><span class="token number">11</span><span class="token operator">-</span><span class="token number">01</span> <span class="token number">6</span>AM <span class="token function">head</span><span class="token punctuation">(</span>myObject<span class="token punctuation">[</span><span class="token string">"2022-11-01T04:00/2022-11-01T06:00"</span><span class="token punctuation">]</span><span class="token punctuation">)</span> </div>
Output
[,1] 2022-11-01 04:00:00 -0.4277830 2022-11-01 04:01:00 0.6544654 2022-11-01 04:02:00 0.4196311 2022-11-01 04:03:00 -0.1766988 2022-11-01 04:04:00 -1.8570621 2022-11-01 04:05:00 0.3229214
As you can see in the output, the time intervals between the two specified times gets printed on the console.
Merge and Modify Time Series Data
Syntax
The xts package provides us merge() function using which we can join an object of xts to another object on the index or a vector containing dates to an xts object. This function has the following syntax ?
merge(object1, object2, ..., objectN, join = typeOfJoin, fill = integerValue)
The first argument is equal to the objects that you want to merge. The second argument is the type of join to be performed. The third argument is fill that specifies what to do with NA values and it is an optional argument.
Performing an Inner Join
Now let us consider a program that performs an inner join between two objects of xts class containing date elements in it ?
Example
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> an object of xts <span class="token keyword">class</span>
myObject1 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-01"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-23"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> another object of xts <span class="token keyword">class</span>
myObject2 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-15"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-21"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Performing</span> inner join
<span class="token function">merge</span><span class="token punctuation">(</span>myObject1<span class="token punctuation">,</span> myObject2<span class="token punctuation">,</span> join <span class="token operator">=</span> <span class="token string">"inner"</span><span class="token punctuation">)</span>
</div>
Output
myObject1 myObject2 2022-11-04 0.9151754 1.332591 2022-11-10 0.4244563 -1.494515
Similarly, we can perform left outer join and right outer join.
Performing Outer and Right Outer Join
Now we will see a program demonstrating the full outer join of two objects of xts class ?
Example
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> an object of xts <span class="token keyword">class</span>
myObject1 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-01"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-23"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> another object of xts <span class="token keyword">class</span>
myObject2 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-15"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-21"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Performing</span> inner join
<span class="token function">merge</span><span class="token punctuation">(</span>myObject1<span class="token punctuation">,</span> myObject2<span class="token punctuation">,</span> join <span class="token operator">=</span> <span class="token string">"outer"</span><span class="token punctuation">)</span>
</div>
Output
myObject1 myObject2 2022-11-01 -0.1080882 NA 2022-11-04 0.6906676 -0.75314257 2022-11-10 -0.3375777 1.29528001 2022-11-15 NA 0.09088094 2022-11-21 NA 0.20408394 2022-11-23 -1.7205721 NA
Performing Full Outer Join
Consider another program below that also performs full outer join of the two objects. It is important to note that, this time we are passing a third argument as "fill = 0" to the merge() function. Due to this, all the NA values will be replaced by 0 in the output ?
Example
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> an object of xts <span class="token keyword">class</span>
myObject1 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-01"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-23"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> another object of xts <span class="token keyword">class</span>
myObject2 <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">4</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token function">c</span><span class="token punctuation">(</span><span class="token string">"2022-11-04"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-10"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-15"</span><span class="token punctuation">,</span>
<span class="token string">"2022-11-21"</span><span class="token punctuation">)</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Performing</span> inner join
<span class="token function">merge</span><span class="token punctuation">(</span>myObject1<span class="token punctuation">,</span> myObject2<span class="token punctuation">,</span> join <span class="token operator">=</span> <span class="token string">"outer"</span><span class="token punctuation">,</span> fill <span class="token operator">=</span> <span class="token number">0</span><span class="token punctuation">)</span>
</div>
Output
myObject1 myObject2 2022-11-01 -0.27983799 0.000000 2022-11-04 0.56771575 1.079353 2022-11-10 0.09849405 1.169731 2022-11-15 0.00000000 -1.022448 2022-11-21 0.00000000 1.031976 2022-11-23 0.99577871 0.000000
Apply and aggregate by time
The xts class also provides us endpoints() function that we can use to get the locations of the last observations in each interval that is mentioned by the argument,
on = c("years", "quarters", "months", "hours", "minutes")
Example
Let us consider a program below that contains all the xts object having dates in the range 01-01-2022 to 10-01-2022 ?
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> xts library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> a data
myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
length <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">,</span>
by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
born <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>POSIXct</span><span class="token punctuation">(</span><span class="token string">"2000-09-07"</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Print</span> myData
<span class="token function">print</span><span class="token punctuation">(</span>myData<span class="token punctuation">)</span>
</div>
Output
[,1] 2022-01-01 -0.71176135 2022-01-02 0.07589876 2022-01-03 -0.06607525 2022-01-04 0.53143095 2022-01-05 0.11743337 2022-01-06 -0.29164378 2022-01-07 -0.04782661 2022-01-08 -1.93776118 2022-01-09 -0.04961253 2022-01-10 -0.45633307
Now we can use endpoints function on myData as to print Sunday dates (02-01-2022 and 09-01-2022) and end point date (10-01-2022) ?
<div class="code-mirror language-java" contenteditable="plaintext-only" spellcheck="false" style="outline: none; overflow-wrap: break-word; overflow-y: auto; white-space: pre-wrap;"># <span class="token class-name">Importing</span> xts library
<span class="token function">library</span><span class="token punctuation">(</span>xts<span class="token punctuation">)</span>
# <span class="token class-name">Creating</span> a data
myData <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">xts</span><span class="token punctuation">(</span>x <span class="token operator">=</span> <span class="token function">rnorm</span><span class="token punctuation">(</span>n <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
order<span class="token punctuation">.</span>by <span class="token operator">=</span> <span class="token function">seq</span><span class="token punctuation">(</span><span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>Date</span><span class="token punctuation">(</span><span class="token string">"2022-01-01"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
length <span class="token operator">=</span> <span class="token number">10</span><span class="token punctuation">,</span>
by <span class="token operator">=</span> <span class="token string">"days"</span><span class="token punctuation">)</span><span class="token punctuation">,</span>
born <span class="token operator">=</span> <span class="token class-name"><span class="token namespace">as<span class="token punctuation">.</span></span>POSIXct</span><span class="token punctuation">(</span><span class="token string">"2000-09-07"</span><span class="token punctuation">)</span><span class="token punctuation">)</span>
# <span class="token class-name">Get</span> endpoints
endPoints <span class="token operator"><</span><span class="token operator">-</span> <span class="token function">endpoints</span><span class="token punctuation">(</span>myData<span class="token punctuation">,</span> on <span class="token operator">=</span> <span class="token string">"weeks"</span><span class="token punctuation">)</span>
# <span class="token class-name">Print</span> the endpoints data from myData
myData<span class="token punctuation">[</span>endPoints<span class="token punctuation">]</span>
</div>
Output
[,1] 2022-01-02 0.399972612 2022-01-09 -0.009547296 2022-01-10 -0.622855139
Conclusion
In this tutorial, we have discussed about how we can manipulate time series data in R using xts and zoo. We discussed in detail basic manipulation, merging and modifying time series, and lastly, we discussed how we can apply and aggregate by time. I hope this tutorial has helped you to strengthen your knowledge in the field of data science.
Updated on: 2023-01-17T15:15:11+05:30
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