hyfo (version 1.4.6)

extractPeriod: Extract period from list or dataframe.

Description

Extract common period or certain period from a list of different dataframes of time series, or from a dataframe. NOTE: all the dates in the datalist should follow the format in ?as.Datebase.

Usage

extractPeriod(
  data,
  startDate = NULL,
  endDate = NULL,
  commonPeriod = FALSE,
  year = NULL,
  month = NULL
)
# S4 method for data.frame
extractPeriod(
  data,
  startDate = NULL,
  endDate = NULL,
  commonPeriod = FALSE,
  year = NULL,
  month = NULL
)
# S4 method for list
extractPeriod(
  data,
  startDate = NULL,
  endDate = NULL,
  commonPeriod = FALSE,
  year = NULL,
  month = NULL
)

Value

A list or a dataframe with all the time series inside containing the same period.

Arguments

data

A list of different dataframes of time series, or a dataframe with first column Date, the rest columns value.

startDate

A Date showing the start of the extract period, default as NULL, check details.

endDate

A Date showing the end of the extract period, default as NULL, check details.

commonPeriod

A boolean showing whether the common period is extracted. If chosen, startDate and endDate should be NULL.

year

extract certain year in the entire time series. if you want to extract year 2000, set year = 2000

month

extract certain months in a year. e.g. if you want to extract Jan, Feb of each year, set month = c(1, 2).

Details

startDate and endDate

If startDate and endDate are assigned, then certain period between startDate and endDate will be returned, for both datalist input and dataframe input.

If startDate and endDate are NOT assigned, then,

if input is a datalist, the startDate and endDate of the common period of different datalists will be assigned to the startDate and endDate.

if input is a dataframe, the startDate and endDate of the input dataframe will be assigned to the startDate and endDate . Since different value columns share a common Date column in a dataframe input.

year and month

For year crossing month input, hyfo will take from the year before. E.g. if month = c(10, 11, 12, 1), and year = 1999, hyfo will take month 10, 11 and 12 from year 1998, and month 1 from 1999.You DO NOT have to set year = 1998 : 1999.

Well, if you set year = 1998 : 1999, hyfo will take month 10, 11 and 12 from year 1997, and month 1 from 1998, then, take month 10, 11 and 12 from year 1998, month 1 from 1999. So you only have to care about the latter year.

It is a generic function, if in your case you need to debug, please see ?debug() for how to debug S4 method.

References

• Achim Zeileis and Gabor Grothendieck (2005). zoo: S3 Infrastructure for Regular and Irregular Time Series. Journal of Statistical Software, 14(6), 1-27. URL https://www.jstatsoft.org/v14/i06/

Examples

# Generate timeseries datalist. Each data frame consists of a Date and a value.

AAA <- data.frame(
# date column
Date = seq(as.Date('1990-10-28'),as.Date('1997-4-1'),1),
 # value column
AAA = sample(1:100,length(seq(as.Date('1990-10-28'),as.Date('1997-4-1'),1)), repl = TRUE))

BBB <- data.frame(
Date = seq(as.Date('1993-3-28'),as.Date('1999-1-1'),1), 
BBB = sample(1:100,length(seq(as.Date('1993-3-28'),as.Date('1999-1-1'),1)), repl = TRUE))
 
CCC <- data.frame(
Date = seq(as.Date('1988-2-2'),as.Date('1996-1-1'),1), 
CCC = sample(1:100,length(seq(as.Date('1988-2-2'),as.Date('1996-1-1'),1)), repl = TRUE)) 

list <- list(AAA, BBB, CCC)# dput() and dget() can be used to save and load list file.

list_com <- extractPeriod(list, commonPeriod = TRUE)

# list_com is the extracted datalist.
str(list_com)

# If startDate and endDate is provided, the record between them will be extracted.
# make sure startDate is later than any startDate in each dataframe and endDate is 
# earlier than any endDate in each dataframe.

data(testdl)
datalist_com1 <- extractPeriod(testdl, startDate = '1994-1-1', endDate = '1995-10-1')


dataframe <- list2Dataframe(datalist_com1)
# now we have a dataframe to extract certain months and years.
dataframe_new <- extractPeriod(dataframe, month = c(1,2,3))
dataframe_new <- extractPeriod(dataframe, month = c(12,1,2), year = 1995)


# More examples can be found in the user manual on https://yuanchao-xu.github.io/hyfo/