CODEWITHSUNDEEP
rtime-series
Devang Akotia
Devang Akotia

Reputation: 119

how to extract timestamps from ts object in r

Consider the treerings dataset.

library("datasets", lib.loc="C:/Program Files/R/R-3.3.1/library")
tr<-treering

length(tr)
[1] 7980

class(tr)
[1] "ts"

From my understanding, it is a time series of length 7980. How can I find out what the time stamps are for each value?

After plotting the time series, looking at the x axis of the plot, it appears that the time stamps range between -6000 to 2000. But to me the time stamps appear to be "hidden".

plot(tr)

More generally, I'm trying to understand what exactly is a ts object and what are the benefits of using this type of object.

A univariate and multivariate time series can easily be displayed in a data frame with 2 or more columns: Time and variables .

univariatetimeseries <- data.frame(Time = c(0, 1, 2, 3, 4, 5, 6), y = c(1, 2, 3, 4, 5, 6, 7))
multivariatetimeseries <- data.frame(Time = c(0,1,2,3,4,5,6), y = c(1, 2, 3, 4, 5, 6, 7), z = c(7,6,5,4,3,2,1))

This to me seems simple and straighforward and it is consistent with the basic science examples that I learned in high school. Additionally, the time stamps are not "hidden" as is the case of the treering example. So what are the benefits of using ts object?

Upvotes: 0

Views: 1096

Answers (1)

Zheyuan Li
Zheyuan Li

Reputation: 73385

Object of class comes with many generic functions for convenience. Say for "ts" object class there are ts.plot, plot.ts, etc. If you store your time series as a data frame, you have to do lots of work yourself when plotting them.

Perhaps for seasonal time series, the advantage of using "ts" is more evident. For example, x <- ts(rnorm(36), start = c(2000, 1), frequency = 12) generates monthly time series for 3 years. The print method will nicely arrange it like a matrix when you print x.

A "ts" object has a number of attributes. Modelling fitting routines like arima0 and arima can see such attributes so you don't need to specify them manually.

For your question, there are a number of functions to extract / set attributes of a time series. Have a look at ?start, ?tsp, ?time, ?window.

Upvotes: 2

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