astsa (version 2.4)

timex: Convert eXtensible Time Series Dates to Decimal Dates

Description

Takes an 'xts' data file, extracts the dates and converts them to decimal dates without having to have the 'xts' package loaded.

Usage

timex(xts.object)

Value

A vector of decimal dates is returned invisibly.

Arguments

xts.object

an 'xts' data object

Author

D.S. Stoffer

Details

For a data file made using the 'xts' package, this will produce a vector of decimal dates corresponding to the date of each observation even if 'xts' is not loaded. The script is a converter from 'unix time stamp' to decimal dates. For example, the unix time stamp of 2016-04-20 at 00:00:00 UTC is 1461110400. This will be converted to 2016.301 because 2016 was a leap year and April 20 is day 110 of the year using zero-based indexing (Jan 1 is day 0). Thus its decimal date is 2016 + (110/366).

The input object must be an 'xts' object. Note that if dog is an 'xts' data file with columns of time series, dog[,2] is NOT unless 'xts' is loaded. Thus, t <- timex(dog) will work but t <- timex(dog[,2]) may not.

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

Examples

tsplot(timex(lap.xts), lap.xts[,'Cmort'], col=4, ylab=NA, gg=TRUE)
title('Daily Cardiovascular Mortality')

DJIA = ts(djia[,'Close'])  
x    = cbind(DJIA, Return = diff(log(DJIA)))
tsplot(timex(djia), x, col=5, main="What, Me Worry?")