Merging time series data by column

Case Study: Analyzing City Time Series Data in R

Lore Dirick

Manager of Data Science Curriculum at Flatiron School

Preparing to merge

Check periodicity and coverage

periodicity(temps_xts)

Daily periodicity from 2007-01-01 to 2015-12-31

periodicity(flights_xts)

Monthly periodicity from 2010-01-01 to 2015-12-01

Preparing to merge

Subset data to include similar coverage
```
temps_xts_2 <- temps_xts["2010/2015"]
```

Convert periodicity

temps_monthly <- to.period(temps_xts_2, 
                           period = "months")

Note: can only convert to a lower frequency

Using merge() with xts

Order of merge() determines order of columns
Order of rows is based on time index

flights_temps <- merge(flights_xts, temps_monthly)

head(flights_temps)

           flights    temps
2010-01-01    8912 36.12903
2010-02-01    8418 37.71429
2010-03-01    9637 42.22581
2010-04-01    9363 51.26667
2010-05-01    9360 56.87097
2010-06-01    9502 63.56667

Let's practice!

Case Study: Analyzing City Time Series Data in R