Package 'tsdl'

Title: Time Series Data Library
Description: The Time Series Data Library (TSDL) https://datamarket.com/data/list/?q=provider:tsdl was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.
Authors: Rob Hyndman [aut, cre] , Yangzhuoran Yang [aut]
Maintainer: Yangzhuoran Yang <[email protected]>
License: GPL-3
Version: 0.1.0
Built: 2024-11-05 05:42:59 UTC
Source: https://github.com/FinYang/tsdl

Help Index

Time Series Data Library

Description

The 648 time series from the Time Series Data Library. The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

Author(s)

Rob J Hyndman. [email protected]

Yangzhuoran Yang. [email protected]

Source

https://datamarket.com/data/list/?q=provider:tsdl.

References

Hyndman, R.J. "Time Series Data Library", https://datamarket.com/data/list/?q=provider:tsdl.

Time Series Data Library metadata.

Description

The metadata the Time Series Data Library.

Usage

meta_tsdl

Format

meta_tsdl is a data frame containing information about the tsdl series with the following structure:

source

Source of the time series.

description

A short description of the time series.

frequency

Frequency of the time series.

start

Start year of the time series.

subject

Subject (or type) of the time series.

Author(s)

Rob Hyndman

Yangzhuoran Yang

References

Hyndman, R.J. "Time Series Data Library", https://datamarket.com/data/list/?q=provider:tsdl.

See Also

tsdl

Examples

str(meta_tsdl)

Subset of time series from the Time Series Data Library

Description

subset.tsdl returns a subset of the time series data from the Time Series Data Library. Subsets can be for specific periods, or specific types of data or both.

Usage

## S3 method for class 'tsdl'
subset(x, cond1, cond2, ...)

Arguments

x

TSDL data or a subset of TSDL data
cond1, cond2

Optional conditions specifying subject (type) or frequency of the data. Character variable would be recognised as subject and numeric variable would be recognised as frequency. Positions are interchangeable.
...

Other arguments specifying conditions for where to search and what to search.

start

Numeric variable specifying starting year of the series.

description

String to be matched in the description attribute of the time series.

source

String to be matched in the source attribute of the time series.

Details

See unique(meta_tsdl$frequency) for possible values for cond1 and cond2 denoting frequency.

See unique(meta_tsdl$subject) for possible values for cond1 and cond2 denoting subject.

Partial matching used for both conditions.

Value

An object of class tsdl consisting of the selected series.

Author(s)

Yangzhuoran Yang

See Also

tsdl

meta_tsdl

Examples

# Subset by frequency
tsdl_quarterly <- subset(tsdl,4)
tsdl_quarterly

# Subset by frequency and subject
tsdl_daily_industry <- subset(tsdl,12,"Industry")
tsdl_daily_industry

# Subset by source
tsdl_abs <- subset(tsdl, source = "Australian Bureau of Statistics")
tsdl_abs

# Subset by starting year
tsdl_1948 <- subset(tsdl, start = 1948)
tsdl_1948

# Subset by description
tsdl_nettraffic <- subset(tsdl, description = "Internet traffic")
tsdl_nettraffic

Time Series Data Library data

Description

The time series from the Time Series Data Library.

Usage

tsdl

Format

tsdl is a list of 648 series of class tsdl. Each series within tsdl is of class ts with the following attributes:

tsp

Start time in time units, End time and Frequency. See ?tsp for details.

class

Class of ts

source

Source of the time series.

description

A short description of the time series.

subject

Subject (or type) of the time series.

Author(s)

Rob Hyndman

Yangzhuoran Yang

Source

https://datamarket.com/data/list/?q=provider:tsdl.

References

Hyndman, R.J. "Time Series Data Library", https://datamarket.com/data/list/?q=provider:tsdl.

See Also

meta_tsdl

Examples

tsdl
subset(tsdl,"Sales")