Converting between zoo and data frame

Manipulating Time Series Data in R

Harrison Brown

Graduate Researcher in Geography

Converting between data frame and zoo objects

data.frame versus zoo

data.frame:

Each variable stored as a column
Index stored as column
- e.g.: data$dates
geom_*() only:

ggplot(example_dataframe,
       aes(x = dates, y = values)) + 
  geom_line()

zoo:

Each variable stored as matrix column
Index stored as attribute
- e.g.: index(data)
geom_*() and autoplot():

ggplot(maunaloa,
       aes(x = Index, y = maunaloa)) + 
  geom_line()
# Or...
autoplot(maunaloa)

Data frame to zoo

head(prices)

        date       value
1 2013-01-01        4.88
2 2013-01-02        5.03
3 2013-01-03        5.11
4 2013-01-04        4.77
5 2013-01-05        5.04
6 2013-01-06        5.05

my_dataframe$my_column

prices_zoo <-
    zoo(x = prices$value,
        order.by = prices$date)
prices_zoo

2013-01-01 4.88
2013-01-02 5.03
2013-01-03 5.11
2013-01-04 4.77
2013-01-05 5.04
2013-01-06 5.05

Fortifying a zoo object

data_df <-
  data.frame(index(my_zoo),
             coredata(my_zoo))

zoo::fortify.zoo()

fortify.zoo(my_zoo)

  Index    var1   var2   var3   var4
1     1 1628.75 1678.1 1772.8 2443.6
2     2 1613.63 1688.5 1750.5 2460.2
3     3 1606.51 1678.6 1718.0 2448.2
4     4 1621.04 1684.1 1708.1 2470.4
5     5 1618.16 1686.6 1723.1 2484.7
6     6 1610.61 1671.6 1714.3 2466.8
...

Let's practice!

Manipulating Time Series Data in R