TractorTsbox est une boite à outils pour la manipulation des objets
ts
en R.
La motivation pour la création de ce package est le fait que pour
créer un objet ts
en R, il faut préciser la date sous le
format \(AAAA PP\) (avec \(AAAA\) l’année en 4 chiffres et \(PP\) le numéro de la période).
Par exemple, pour désigner le mois de septembre 2024, on utilise
c(2024, 9)
et pour désigner le mois de janvier 2025 on peut
écrire c(2025, 1)
ou 2025
.
Mais on peut aussi utiliser le time-units (\(AAAA + PP / f\) avec \(f\) la fréquence).
L’idée est d’uniformiser les dates avec un ensemble de fonction de
conversion, de formattage mais aussi de modification des
ts
.
You can install the development version of TractorTsbox from GitHub with:
# install.packages("remotes")
::install_github("TractorTom/TractorTsbox") remotes
library("TractorTsbox")
date_ts
format:as_yyyytt(2019.75) # 4th quarter 2019
#> [1] 2019 4
as_yyyytt(2020) # 1st quarter 2020
#> [1] 2020 1
as_yyyytt(2022 + 1 / 4) # 2nd quarter 2022
#> [1] 2022 2
trim2mens(c(2019L, 4L)) # 4th quarter 2019 -> October 2019
#> [1] 2019 10
mens2trim(c(2020L, 11L)) # November 2020 -> 4th quarter 2020
#> [1] 2020 4
previous_date_ts(c(2020L, 4L), frequency_ts = 4L, lag = 2L)
#> [1] 2020 2
next_date_ts(c(2020L, 4L), frequency_ts = 4L, lag = 2L)
#> [1] 2021 2
<- ts(c(NA, NA, NA, 1:10, NA), start = 2000, frequency = 12)
ts1 first_date(ts1)
#> [1] 2000 4
<- ts(1:100, start = 2012L, frequency = 12L)
ts1 get_value_ts(series = ts1, date_from = c(2015L, 7L), date_to = c(2018L, 6L))
#> [1] 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67
#> [26] 68 69 70 71 72 73 74 75 76 77 78
set_value_ts(series = ev_pib, date_ts = c(2021L, 2L), replacement = c(1, 2, 3))
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1970 NA NA NA NA
#> 1971 NA NA NA NA
#> 1972 NA NA NA NA
#> 1973 NA NA NA NA
#> 1974 NA NA NA NA
#> 1975 NA NA NA NA
#> 1976 NA NA NA NA
#> 1977 NA NA NA NA
#> 1978 NA NA NA NA
#> 1979 NA NA NA NA
#> 1980 NA -0.552712174 -0.086754850 -0.130764175
#> 1981 0.436797694 0.663555818 0.655755678 0.465977515
#> 1982 0.892058545 0.662204954 0.047370440 0.507157219
#> 1983 0.581233329 -0.042548981 0.077874681 0.583935348
#> 1984 0.619554314 0.363253711 0.462243113 0.288218891
#> 1985 0.123719710 0.631349292 0.756575266 0.327524429
#> 1986 0.357772133 1.122129272 0.326669036 0.370966439
#> 1987 0.251659155 1.144598588 0.680758053 1.694026185
#> 1988 1.231391234 0.593185145 1.302640709 1.065361026
#> 1989 1.260037978 0.825806743 1.075064005 1.523944130
#> 1990 0.517826385 0.377746880 0.459923112 0.366254003
#> 1991 -0.156699858 0.309591699 0.289346425 0.496079715
#> 1992 0.967856839 -0.057920191 0.028450027 -0.223321860
#> 1993 -0.556650909 0.039547303 0.133452547 0.269728893
#> 1994 0.725093411 1.095551160 0.539244435 0.886607198
#> 1995 0.569503181 0.478767111 0.081524147 0.164939274
#> 1996 0.631394447 0.165893251 0.621382576 0.125750143
#> 1997 0.302664793 1.148738446 0.785645124 1.092788520
#> 1998 0.838700519 0.933602781 0.685747514 0.764421531
#> 1999 0.504428016 0.825984551 1.222733930 1.401265205
#> 2000 0.909693692 0.987402187 0.624501289 0.812645817
#> 2001 0.547797973 0.184046964 0.272336544 0.026816438
#> 2002 0.372541324 0.461330701 0.418587141 -0.054011578
#> 2003 0.203235664 -0.218262571 0.676991816 0.717703853
#> 2004 0.939180093 0.645697044 0.258638250 0.744155119
#> 2005 0.269714193 0.198490900 0.500009124 0.776948575
#> 2006 0.754542470 1.015941519 0.013572258 0.786297420
#> 2007 0.740940215 0.773456477 0.351755993 0.225637214
#> 2008 0.395791727 -0.412315400 -0.280602493 -1.467532567
#> 2009 -1.632375943 -0.101454578 0.160750061 0.695136221
#> 2010 0.368232308 0.507493101 0.645610703 0.704301595
#> 2011 0.997901680 0.027941934 0.367134262 0.173618343
#> 2012 0.093557392 -0.157293866 0.191962538 -0.077204189
#> 2013 -0.001133455 0.655711072 0.012011561 0.475525630
#> 2014 0.084980333 0.118498226 0.504372721 0.081229345
#> 2015 0.489945372 0.007744848 0.332080732 0.139118865
#> 2016 0.636268205 -0.161024723 0.198728721 0.544690904
#> 2017 0.816780164 0.820053915 0.622880698 0.828202860
#> 2018 0.048700300 0.382559370 0.366396552 0.701164421
#> 2019 0.665798334 0.604099134 0.011971808 -0.400152537
#> 2020 -5.647477753 -13.443145590 18.555378962 -1.118046566
#> 2021 0.156198162 1.000000000 2.000000000 3.000000000
#> 2022 -0.047254400 NA NA
<- stats::ts(rep(1, 4), start = 2021, frequency = 4)
trim_1 combine2ts(ev_pib, trim_1)
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1970 NA NA NA NA
#> 1971 NA NA NA NA
#> 1972 NA NA NA NA
#> 1973 NA NA NA NA
#> 1974 NA NA NA NA
#> 1975 NA NA NA NA
#> 1976 NA NA NA NA
#> 1977 NA NA NA NA
#> 1978 NA NA NA NA
#> 1979 NA NA NA NA
#> 1980 NA -0.552712174 -0.086754850 -0.130764175
#> 1981 0.436797694 0.663555818 0.655755678 0.465977515
#> 1982 0.892058545 0.662204954 0.047370440 0.507157219
#> 1983 0.581233329 -0.042548981 0.077874681 0.583935348
#> 1984 0.619554314 0.363253711 0.462243113 0.288218891
#> 1985 0.123719710 0.631349292 0.756575266 0.327524429
#> 1986 0.357772133 1.122129272 0.326669036 0.370966439
#> 1987 0.251659155 1.144598588 0.680758053 1.694026185
#> 1988 1.231391234 0.593185145 1.302640709 1.065361026
#> 1989 1.260037978 0.825806743 1.075064005 1.523944130
#> 1990 0.517826385 0.377746880 0.459923112 0.366254003
#> 1991 -0.156699858 0.309591699 0.289346425 0.496079715
#> 1992 0.967856839 -0.057920191 0.028450027 -0.223321860
#> 1993 -0.556650909 0.039547303 0.133452547 0.269728893
#> 1994 0.725093411 1.095551160 0.539244435 0.886607198
#> 1995 0.569503181 0.478767111 0.081524147 0.164939274
#> 1996 0.631394447 0.165893251 0.621382576 0.125750143
#> 1997 0.302664793 1.148738446 0.785645124 1.092788520
#> 1998 0.838700519 0.933602781 0.685747514 0.764421531
#> 1999 0.504428016 0.825984551 1.222733930 1.401265205
#> 2000 0.909693692 0.987402187 0.624501289 0.812645817
#> 2001 0.547797973 0.184046964 0.272336544 0.026816438
#> 2002 0.372541324 0.461330701 0.418587141 -0.054011578
#> 2003 0.203235664 -0.218262571 0.676991816 0.717703853
#> 2004 0.939180093 0.645697044 0.258638250 0.744155119
#> 2005 0.269714193 0.198490900 0.500009124 0.776948575
#> 2006 0.754542470 1.015941519 0.013572258 0.786297420
#> 2007 0.740940215 0.773456477 0.351755993 0.225637214
#> 2008 0.395791727 -0.412315400 -0.280602493 -1.467532567
#> 2009 -1.632375943 -0.101454578 0.160750061 0.695136221
#> 2010 0.368232308 0.507493101 0.645610703 0.704301595
#> 2011 0.997901680 0.027941934 0.367134262 0.173618343
#> 2012 0.093557392 -0.157293866 0.191962538 -0.077204189
#> 2013 -0.001133455 0.655711072 0.012011561 0.475525630
#> 2014 0.084980333 0.118498226 0.504372721 0.081229345
#> 2015 0.489945372 0.007744848 0.332080732 0.139118865
#> 2016 0.636268205 -0.161024723 0.198728721 0.544690904
#> 2017 0.816780164 0.820053915 0.622880698 0.828202860
#> 2018 0.048700300 0.382559370 0.366396552 0.701164421
#> 2019 0.665798334 0.604099134 0.011971808 -0.400152537
#> 2020 -5.647477753 -13.443145590 18.555378962 -1.118046566
#> 2021 1.000000000 1.000000000 1.000000000 1.000000000
#> 2022 -0.047254400 NA NA
<- ts(data = c(rep(NA_integer_, 3L), 1L:10L, rep(NA_integer_, 3L)), start = 2020, frequency = 12)
ts1 <- rep(3L, 2L)
x extend_ts(series = ts1, replacement = x)
#> Warning: extending time series when replacing values
#> Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
#> 2020 NA NA NA 1 2 3 4 5 6 7 8 9
#> 2021 10 3 3
normalize_date_ts(c(2020L, 0L), frequency_ts = 4L) # 4th quarter of 2019
#> Warning in assert_date_ts(x = date_ts, frequency_ts, add = coll, .var.name =
#> "date_ts"): Assertion on 'period' failed: Element 1 is not >= 1.
#> [1] 2019 4
normalize_date_ts(c(2020L, 0L), frequency_ts = 4L, test = FALSE) # 4th quarter of 2019
#> [1] 2019 4
libelles(date_ts = c(2019L, 10L), frequency_ts = 12L, n = 9L)
#> [1] "Oct 2019" "Nov 2019" "Dec 2019" "Jan 2020" "Feb 2020" "Mar 2020" "Apr 2020"
#> [8] "May 2020" "Jun 2020"
ev_pib#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1970 NA NA NA NA
#> 1971 NA NA NA NA
#> 1972 NA NA NA NA
#> 1973 NA NA NA NA
#> 1974 NA NA NA NA
#> 1975 NA NA NA NA
#> 1976 NA NA NA NA
#> 1977 NA NA NA NA
#> 1978 NA NA NA NA
#> 1979 NA NA NA NA
#> 1980 NA -0.552712174 -0.086754850 -0.130764175
#> 1981 0.436797694 0.663555818 0.655755678 0.465977515
#> 1982 0.892058545 0.662204954 0.047370440 0.507157219
#> 1983 0.581233329 -0.042548981 0.077874681 0.583935348
#> 1984 0.619554314 0.363253711 0.462243113 0.288218891
#> 1985 0.123719710 0.631349292 0.756575266 0.327524429
#> 1986 0.357772133 1.122129272 0.326669036 0.370966439
#> 1987 0.251659155 1.144598588 0.680758053 1.694026185
#> 1988 1.231391234 0.593185145 1.302640709 1.065361026
#> 1989 1.260037978 0.825806743 1.075064005 1.523944130
#> 1990 0.517826385 0.377746880 0.459923112 0.366254003
#> 1991 -0.156699858 0.309591699 0.289346425 0.496079715
#> 1992 0.967856839 -0.057920191 0.028450027 -0.223321860
#> 1993 -0.556650909 0.039547303 0.133452547 0.269728893
#> 1994 0.725093411 1.095551160 0.539244435 0.886607198
#> 1995 0.569503181 0.478767111 0.081524147 0.164939274
#> 1996 0.631394447 0.165893251 0.621382576 0.125750143
#> 1997 0.302664793 1.148738446 0.785645124 1.092788520
#> 1998 0.838700519 0.933602781 0.685747514 0.764421531
#> 1999 0.504428016 0.825984551 1.222733930 1.401265205
#> 2000 0.909693692 0.987402187 0.624501289 0.812645817
#> 2001 0.547797973 0.184046964 0.272336544 0.026816438
#> 2002 0.372541324 0.461330701 0.418587141 -0.054011578
#> 2003 0.203235664 -0.218262571 0.676991816 0.717703853
#> 2004 0.939180093 0.645697044 0.258638250 0.744155119
#> 2005 0.269714193 0.198490900 0.500009124 0.776948575
#> 2006 0.754542470 1.015941519 0.013572258 0.786297420
#> 2007 0.740940215 0.773456477 0.351755993 0.225637214
#> 2008 0.395791727 -0.412315400 -0.280602493 -1.467532567
#> 2009 -1.632375943 -0.101454578 0.160750061 0.695136221
#> 2010 0.368232308 0.507493101 0.645610703 0.704301595
#> 2011 0.997901680 0.027941934 0.367134262 0.173618343
#> 2012 0.093557392 -0.157293866 0.191962538 -0.077204189
#> 2013 -0.001133455 0.655711072 0.012011561 0.475525630
#> 2014 0.084980333 0.118498226 0.504372721 0.081229345
#> 2015 0.489945372 0.007744848 0.332080732 0.139118865
#> 2016 0.636268205 -0.161024723 0.198728721 0.544690904
#> 2017 0.816780164 0.820053915 0.622880698 0.828202860
#> 2018 0.048700300 0.382559370 0.366396552 0.701164421
#> 2019 0.665798334 0.604099134 0.011971808 -0.400152537
#> 2020 -5.647477753 -13.443145590 18.555378962 -1.118046566
#> 2021 0.156198162 1.460529708 3.017719839 0.779781860
#> 2022 -0.047254400 NA NA