| tsibble {tsibble} | R Documentation |
Create a tsibble object
tsibble(..., key = id(), index, regular = TRUE)
... |
A set of name-value pairs. The names of "key" and "index" should be avoided as they are used as the arguments. |
key |
Variable(s) that define unique time indices, used in conjunction
with the helper |
index |
A bare (or unquoted) variable to specify the time index variable. |
regular |
Regular time interval ( |
A tsibble is sorted by its key first and index.
A tsibble object.
The time indices are preserved as the essential data component of the tsibble,
instead of implicit attribute (for example, the tsp attribute in a ts object). 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. Any arbitrary
index class are also supported, including 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 contains days ranging
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, a tbl_ts doesn't accept POSIXlt and timeDate columns.
Key variable(s) together with the index uniquely identifies each record, which can be created via the id function as identifiers:
Empty: an implicit variable id() resulting in a univariate time series.
One or more variables: explicit variables. For example, data(pedestrian)
and data(tourism) use the id(Sensor) & id(Region, State, Purpose) as
the key respectively.
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: either "unit" or "year"
yearquarter/yearqtr: "quarter"
yearmonth/yearmon: "month"
yearweek: "week"
Date: "day"
POSIXct: "hour", "minute", "second", "millisecond", "microsecond"
nanotime: "nanosecond"
# 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("201001") + 0:9, 3),
group = rep(c("x", "y", "z"), each = 10),
value = rnorm(30),
key = id(group)
)