Changes the frequency of a time series. By default, incomplete periods of regular series are omitted.
ts_frequency(
x,
to = c("year", "quarter", "month", "week", "day", "hour", "min", "sec"),
aggregate = "mean",
na.rm = FALSE
)ts-boxable time series, an object of class ts, xts, zoo,
data.frame, data.table, tbl, tbl_ts, tbl_time, tis, irts or
timeSeries.
desired frequency, either a character string ("year",
"quarter", "month") or an integer (1, 4, 12).
character string, or function. Either "mean", "sum",
"first", or "last", or any aggregate function, such as base::mean().
logical, if TRUE, incomplete periods are aggregated as
well. For irregular series, incomplete periods are always aggregated.
a ts-boxable time series, with the same class as the input.
The tempdisagg package
can convert low frequency to high frequency data and
has support for ts-boxable objects. See
vignette("hf-disagg", package = "tempdisagg").
# \donttest{
ts_frequency(cbind(mdeaths, fdeaths), "year", "sum")
#> Time Series:
#> Start = 1974
#> End = 1979
#> Frequency = 1
#> mdeaths fdeaths
#> 1974 19071 7069
#> 1975 19247 6854
#> 1976 18697 7021
#> 1977 16927 6302
#> 1978 17329 6622
#> 1979 16437 6501
ts_frequency(cbind(mdeaths, fdeaths), "quarter", "last")
#> mdeaths fdeaths
#> 1974 Q1 1877 827
#> 1974 Q2 1249 406
#> 1974 Q3 1209 387
#> 1974 Q4 1846 666
#> 1975 Q1 2153 785
#> 1975 Q2 1288 438
#> 1975 Q3 1053 343
#> 1975 Q4 2066 771
#> 1976 Q1 2283 896
#> 1976 Q2 1160 420
#> 1976 Q3 999 357
#> 1976 Q4 2059 764
#> 1977 Q1 1722 663
#> 1977 Q2 1162 392
#> 1977 Q3 959 387
#> 1977 Q4 1655 638
#> 1978 Q1 1942 737
#> 1978 Q2 1187 446
#> 1978 Q3 970 387
#> 1978 Q4 1812 679
#> 1979 Q1 1846 727
#> 1979 Q2 1075 429
#> 1979 Q3 940 393
#> 1979 Q4 1341 574
ts_frequency(AirPassengers, 4, "sum")
#> Qtr1 Qtr2 Qtr3 Qtr4
#> 1949 362 385 432 341
#> 1950 382 409 498 387
#> 1951 473 513 582 474
#> 1952 544 582 681 557
#> 1953 628 707 773 592
#> 1954 627 725 854 661
#> 1955 742 854 1023 789
#> 1956 878 1005 1173 883
#> 1957 972 1125 1336 988
#> 1958 1020 1146 1400 1006
#> 1959 1108 1288 1570 1174
#> 1960 1227 1468 1736 1283
# Note that incomplete years are omited by default
ts_frequency(EuStockMarkets, "year")
#> Time Series:
#> Start = 1992
#> End = 1997
#> Frequency = 1
#> DAX SMI CAC FTSE
#> 1992 1637.459 1854.162 1852.869 2559.458
#> 1993 1802.471 2372.175 2015.391 2957.114
#> 1994 2123.445 2716.570 2061.115 3144.673
#> 1995 2135.226 2824.320 1872.022 3343.207
#> 1996 2560.317 3610.032 2071.866 3821.407
#> 1997 3694.279 5173.600 2745.503 4673.295
ts_frequency(EuStockMarkets, "year", na.rm = TRUE)
#> Time Series:
#> Start = 1991
#> End = 1998
#> Frequency = 1
#> DAX SMI CAC FTSE
#> 1991 1602.058 1686.485 1795.779 2541.689
#> 1992 1637.459 1854.162 1852.869 2559.458
#> 1993 1802.471 2372.175 2015.391 2957.114
#> 1994 2123.445 2716.570 2061.115 3144.673
#> 1995 2135.226 2824.320 1872.022 3343.207
#> 1996 2560.317 3610.032 2071.866 3821.407
#> 1997 3694.279 5173.600 2745.503 4673.295
#> 1998 5162.252 7339.186 3723.700 5751.889
# }