Time series objects with the zoo package

Manipulating Time Series Data in R

Harrison Brown

Graduate Researcher in Geography

The zoo package

`zoo`

Provides zoo class of objects
Functions for manipulating and visualizing time series data

zoo versus base R

base R:

stats::ts class
Only regularly-spaced intervals
Can be tedious to create data frames

zoo:

zoo class
Regular or irregular intervals
Methods for converting to data frame

Creating a zoo object

sample_values

[1] 4.224 5.495 6.156
[4] 6.397 6.291 6.262
...

sample_dates

[1] "2022-01-20" "2022-01-21"
[3] "2022-01-22" "2022-01-23"
[5] "2022-01-24" "2022-01-25"
...

Creating a zoo object

library(zoo)
my_zoo <- zoo(x = sample_values,
              order.by = sample_dates)
my_zoo

2022-01-20 4.224
2022-01-21 5.495
2022-01-22 6.156
2022-01-23 6.397
2022-01-24 6.291
2022-01-25 6.262
...

Converting to zoo from ts

class(AirPassengers)

[1] "ts"

AP_zoo <- zoo::as.zoo(AirPassengers)
class(AP_zoo)

[1] "zoo"

zoo versus ts

print(AirPassengers)

     Jan Feb Mar Apr May Jun Jul ...
1949 112 118 132 129 121 135 148 ...
1950 115 126 141 135 125 149 170 ...
1951 145 150 178 163 172 178 199 ...
1952 171 180 193 181 183 218 230 ...
1953 196 196 236 235 229 243 264 ...
...

print(AP_zoo)

Jan 1949 112
Feb 1949 118
Mar 1949 132
Apr 1949 129
May 1949 121
Jun 1949 135
Jul 1949 148
Aug 1949 148
Sep 1949 136
...

zoo and ggplot2

library(ggplot2)

ggplot(data = my_zoo,
       aes(x = Index, y = my_zoo)) +

  geom_line(color = "blue",
            size = 2,
            linetype = "dotted") +

  scale_y_continuous() +

  theme_bw() + 
  labs(x = "Index",
       y = "Value",
       title = "Plotting a zoo Object")

zoo and ggplot2

Plot of the 'my_zoo' time series. This plot highlights how the user can incorporate different plotting elements from the ggplot2 package, using syntax similar to plotting a data frame, such as axis labels, a title, plotting themes, color, and so on.

Let's practice!

Manipulating Time Series Data in R