I am extracting Google Trends data looking at interest_over_time and interest_by_city.
I've noticed the interest_by_city data frame doesn't contain any date information. As I am looking to monitor the changes over time this is problematic.
Is there a way to add a new variable for the date where each observation will be the date and time the data was extracted?
If what you want is to add Sys.time() to the data you just extracted then you can call df$time <- Sys.time().
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I hope we're all doing great
I have several decades of daily rainfall data from several monitoring stations. The data all beings at separate dates. I have combined them into a single data frame with the date in the first column, with the rainfall depth in the second column. I want to sort the variable 'Total' by the variable: 'Date and time' (please see the links below)
ms1 <- read.csv('ms1.csv')
ms2 <- read.csv('ms2.csv')
etc.etc
df <- merge(ms1, ms2 etc. etc, by = "Date and Time")
The problem is that the range of dates would differ for each monitoring station (csv file). There may also missing dates in a range. Is there a way around this?
Would I have to create a separate vector with the greatest possible date range? Or would it automatically detect the earliest start date from the imported data.
for monitoring station 1 (ms1)
for monitoring station 2 (ms2)
Note: the data continues to the current date
My data contains several measurements in one day. It is stored in CSV-file and looks like this:
enter image description here
The V1 column is factor type, so I'm adding a extra column which is date-time -type: vd$Vdate <- as_datetime(vd$V1) :
enter image description here
Then I'm trying to convert the vd-data into time series: vd.ts<- ts(vd, frequency = 365)
But then the dates are gone:
enter image description here
I just cannot get it what I am doing wrong! Could someone help me, please.
Your dates are gone because you need to build the ts dataframe from your variables (V1, ... V7) disregarding the date field and your ts command will order R to structure the dates.
Also, I noticed that you have what is seems like hourly data, so you need to provide the frequency that is appropriate to your time not 365. Considering what you posted your frequency seems to be a bit odd. I recommend finding a way to establish the frequency correctly. For example, if I have hourly data for 365 days of the year then I have a frequency of 365.25*24 (0.25 for the leap years).
So the following is just as an example, it still won't work properly with what I see (it is limited view of your dataset so I am not sure 100%)
# Build ts data (univariate)
vs.ts <- ts(vd$V1, frequency = 365, start = c(2019, 4)
# check to see if it is structured correctly
print(vd.ts, calendar = T)
Finally my time series is working properly. I used
ts <- zoo(measurements, date_times)
and I found out that the date_times was supposed to be converted with as_datetime() as otherwise they were character type. The measurements are converted into data.frame type.
I am having trouble with my R assignment I am working on this semester.
Here is the part that I am tasked with doing that I am confused about:
iv. Download 3 month TBill rate from Fred for the same sample period 01/01/1993 to 12/31/2013.
Useful Hints: You may have to chop the data to match the sample period.
v. Construct a matrix of return series combining Stock, S&P500, and TBill for the sample period.
Useful Hints:
Note that the rownames for the TBill may not match with the other two return series, as the dates do not match, although the month and year matches
You have to construct the row names for each of the series as Year – Month format (e.g. 1993-01) or delete the rownames from T-bill before you can combine all three series into one Return matrix.
You have to convert the Return matrix to a dataframe before you use the lm() function.
I tried this below like I have used getSymbols before for SPY and AAPL but it pulls an entire data set rather than the specific date range. How can I chop the data so it fits the desired date range?
getSymbols('TB3MS', src = 'FRED', from = "1993-01-01", to = "2013-12-31")
Next, how would I go about constructing the matrix of return series combining all of the stocks? Can anyone point me in the right direction?
Filtering an xts object: see examples in the xts documentation ?xts.
# filter 1993 until 2013
TB3MS["1993/2013"]
But these dates are of, because tbills are at the first day of the month, the stock dates are the last day of the month. With the coredata you can extract the tbill data and stick it into the other timeseries if the rows match.
Taking the data example from your previous question, you could do something like this (and I'm creating more steps than needed, you could combine a few statements into one):
# create monthly returns of the spy data and give the column a better name than monthly.returns
spy_returns <- monthlyReturn(SPY)
colnames(spy_returns) <- "SPY_returns"
# filter the tbill data
TB3MS_1993_2013 <- TB3MS["1993/2013"]
# add tbill data to spy data
spy_returns$TB3MS <- coredata(TB3MS_1993_2013)
Merging xts objects can just be done with merge. They will be merged on the dates.
merge(spy_returns, aapl_returns) would combine these two. If you have a lot of tickers, use Reduce (check help and SO on how to use Reduce with merge) but better would be to use the tidyquant package if allowed.
I want to get a panel data set into zoo so that it catches both month and year. My data set looks like this.
and the data can be downloaded from HERE.
The best way I could do is,
dat<-read.csv("dat_lag.csv")
zdat <- read.zoo(dat, format="%d/%m/%Y")
However, I could do this by including column 1- Date and column 4- Day in my data set. Is there any clever way to get both month and year into zoo using R without including the Date and Day columns? Thanks, in advance for any help.
I've been trying to do a time series on my dataframe, and I need to strip times from my csv. This is what I've got:
campbell <-read.csv("campbell.csv")
campbell$date = strptime(campbell$date, "%m/%d")
campbell.ts <- xts(campbell[,-1],order.by=campbell[,1])
First, what I'm trying to do is just get xts to strip the dates as "xx/xx" meaning just the month and day. I have no year for my data. When I try that second line of code and call upon the date column, it converts it to "2013-xx-xx." These months and days have no year associated with them, and I can't figure out how to get rid of the 2013. (The csv file I'm calling on has the dates in the format "9/30,10/1...etc.)
Secondly, once I try and make a time series (the third line), I am unsure what the "order.by" command is calling on. What am I indexing?
Any help??
Thanks!
For strptime, you need to provide the full date, i.e. day, month and year. In case, any of these is not provided, current ones are assumed from the system's time and appended to the incomplete date. So, if you want to retain your date format as you have read it, first make a copy of that and store in a temporary variable and then use strptime over campbell$date to convert into R readable date format. Since, year is not a concern to you, you need not bother about it even though it is automatically appended by strptime.
campbell <-read.csv("campbell.csv")
date <- campbell$date
campbell$date <- strptime(campbell$date, "%m/%d")
Secondly, what you are doing by 'the third line' (xts(campbell[,-1],order.by=campbell[,1])) command is that, your are telling to order all the data of campbell except the first column (campbell[,-1]) according to the index provided by the time data in the first column of campbell (campbell[,1]). So, it would only work given the date is in the first column.
After ordering the data according to time-series, you can replace back the campbell$date column with date to get back the date format you wanted (although here, first you have to order date also like shown below)
date <- xts(date, order.by=campbell[,1]) # assuming campbell$date is campbell[,1]
campbell.ts <- xts(campbell[,-1], order.by=campbell[,1])
campbell.ts <- cbind(date, campbell.ts)
format(as.Date(campbell$dat, "%m/%d/%Y"), "%m/%d")