gseries (version 3.0.2)

unstack_tsDF: Reciprocal function of stack_tsDF()

Description

Convert a stacked (tall) multivariate time series data frame (benchmarking() and stock_benchmarking() data format) into a non-stacked (wide) multivariate time series data frame.

This function, combined with tsDF_to_ts(), is useful to convert the benchmarked data frame returned by a call to benchmarking() or stock_benchmarking() back into a "mts" object, where multiple series were benchmarked in BY-group processing mode.

Usage

unstack_tsDF(
  ts_df,
  ser_cName = "series",
  yr_cName = "year",
  per_cName = "period",
  val_cName = "value"
)

Value

The function returns a data frame with three or more variables:

• Data point year, type numeric (see argument yr_cName)

• Data point period, type numeric (see argument per_cName)

• One time series data variable for each distinct value of the input data frame variable specified with argument ser_cName, type numeric (see arguments ser_cName and val_cName)

Note: the function returns a "data.frame" object than can be explicitly coerced to another type of object with the appropriate as*() function (e.g., tibble::as_tibble() would coerce it to a tibble).

Arguments

ts_df

(mandatory)

Data frame (object of class "data.frame") that contains the multivariate time series data to be unstacked.

ser_cName

(optional)

String specifying the name of the character variable (column) in the input time series data frame that contains the series identifier (the time series variable names in the output data frame).

Default value is ser_cName = "series".

yr_cName, per_cName

(optional)

Strings specifying the name of the numeric variables (columns) in the input time series data frame that contain the data point year and period identifiers. These variables are transferred to the output data frame with the same names.

Default values are yr_cName = "year" and per_cName = "period".

val_cName

(optional)

String specifying the name of the numeric variable (column) in the input time series data frame that contains the data point values.

Default value is val_cName = "value".

See Also

stack_tsDF() tsDF_to_ts() benchmarking() stock_benchmarking()

Examples

# Proportional benchmarking for multiple (3) quarterly series processed with 
# argument `by` (in BY-group mode)

ind_vec <- c(1.9, 2.4, 3.1, 2.2, 2.0, 2.6, 3.4, 2.4, 2.3)
ind_df <- ts_to_tsDF(ts(data.frame(ser1 = ind_vec,
                                   ser2 = ind_vec * 100,
                                   ser3 = ind_vec * 10),
                        start = c(2015, 1), frequency = 4))

bmk_vec <- c(10.3, 10.2)
bmk_df <- ts_to_bmkDF(ts(data.frame(ser1 = bmk_vec,
                                    ser2 = bmk_vec * 100,
                                    ser3 = bmk_vec * 10), 
                         start = 2015, frequency = 1),
                      ind_frequency = 4)

out_bench <- benchmarking(stack_tsDF(ind_df),
                          stack_bmkDF(bmk_df),
                          rho = 0.729, lambda = 1, biasOption = 3,
                          by = "series",
                          quiet = TRUE)

# Initial and final (benchmarked) quarterly time series data frames
ind_df
unstack_tsDF(out_bench$series)