tsibble-package {tsibble}R Documentation

tsibble: tidy temporal data frames and tools

Description

logo.png The tsibble package provides a data class of tbl_ts to represent tidy temporal 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:

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, 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.

Tsibble supports arbitrary index classes, as long as they can be ordered from past to future. To support a custom class, you need 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:

Interval

The interval function returns the interval associated with the tsibble.

An interval is obtained based on the corresponding index representation:

The interval is invariant to subsetting, such as filter(), slice(), and ⁠[.tbl_ts⁠. However, if the result is an empty tsibble, the interval is always unknown. When joining a tsibble with other data sources and aggregating to different time scales, the interval gets re-calculated.

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.

Author(s)

Maintainer: Earo Wang earo.wang@gmail.com (ORCID)

Authors:

Other contributors:

See Also

Useful links:

Examples

# 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
)

[Package tsibble version 1.1.5 Index]