Dates, Times, and Time Series

Temporal data, consisting of dates and times, pose their own challenges. Time is measured in non-metric units, in hours, minutes and seconds. Dates can be recorded according to various calendaric systems, and are complicated by leap days and leap seconds. R provides facilities to convert times and dates into different calendaric systems, to format temporal data and to import temporal data recorded in different formats. This is one topic of this chapter. The other topic are time series and similar data structures (such as panels). Basic time series consist of measurements conducted in regular temporal intervals, but beside these basic variants, R also supports irregular time series. The chapter therefore also the discusses the construction and manipulation of regular and irregular time series.

Below is the supporting material for the various sections of the chapter.

Dates and Times

Date objects and date formatting

Date arithmetic

POSIXct time objects

Time arithmetic

POSIXlt time objects

Creation of date and time data for given years, months, and days

Time differences

Time Series

Regular time series

Approval of US presidents

OECD unemployment data

Artificial time series data

Time arithmetic

Irregular time series and the zoo package

Creating a “zoo” object from the “presidents” time series

Creating a “zoo” object from OECD unemployment data

Subsetting “zoo” objects

Handling missing values

Rolling statistics

Time arithmetics with “zoo” objects

Merging (multivariate) time series

Importing data into “zoo” objects