Advanced features of xts

Case Study: Analyzing City Time Series Data in R

Lore Dirick

Manager of Data Science Curriculum at Flatiron School

Finding endpoints

endpoints() indexes last observation per interval

years <- endpoints(unemployment, on = "years")

unemployment[years]

                us       ma 
Dec 1976  7.650000 8.200000
Dec 1977  6.400000 6.200000
Dec 1978  6.000000 5.700000
Dec 1979  6.000000 4.900000
Dec 1980  7.200000 5.100000

Apply by period

period.apply() extends apply functions to time

period.apply(unemployment, 
             INDEX = years, 
             FUN = mean)

               us       ma
Dec 1976 7.654167 9.633333
Dec 1977 7.016667 7.804167
Dec 1978 6.066667 6.220833
Dec 1979 5.945833 5.516667
Dec 1980 7.200000 5.629167

Sports data

Boston sports games, 2010 through 2015

Boston Celtics and Boston Red Sox games

Let's practice!

Case Study: Analyzing City Time Series Data in R