I have a dataset that contains times and dates in the first column, and the stock prices in the second column.
I used the following format.
Time Price
2015-02-01 10:00 50
I want to turn this into a time series object. I tried ts(data) function, but when I plot the data I cannot observe the dates in the x-axis. Also I tried ts(data, start=) function. Because I have some hours with missing prices, and those hours are not included in my data set, if I set start date and frequency, my plot will be misleading.
Here is the sample data that I have. It is called df.
time price
1 2013-05-01 00:00:00 124.30
2 2013-05-01 01:00:00 98.99
3 2013-05-01 02:00:00 64.00
4 2013-05-01 03:00:00 64.00
This is the code that I used
Time1 <- ts(df)
autoplot(Time1)
Also tried this,
Time1 <- zoo(Time_series_data[,2], order.by = Time_series_data[,1])
Time_n <- ts(Time1)
autoplot(Time1)
However, when I plot the graph with autoplot(Time1) the x-axis doesn't show the times that I specified but numbers from 0 to 4. I want to have plot of a ts object that includes the date columns in the x-axis and values in Y
Is there any way to convert it to a time series object in R. Thanks.
Try the following:
Create some data using the nifty tribble function from the tibble package.
library(tibble)
df <- tribble(~time, ~price,
"2013-05-01 00:00:00", 124.30,
"2013-05-01 01:00:00", 98.99,
"2013-05-01 02:00:00", 64.00,
"2013-05-01 03:00:00", 64.00)
The time column is a character class and cannot be plotted in the usual way. So convert it using as.Posixct. I'll use the dplyr package here but that's optional.
library(dplyr)
df <- df %>%
mutate(time=as.POSIXct(time))
Next, convert the data to a time series object. This requires the xts package, although I'm sure there are other options including zoo.
library(xts)
df.ts <- xts(df[, -1], order.by=df$time)
Now you can visualise the data.
plot(df.ts) # This should call the `plot.xts` method
And if you prefer ggplot2.
library(ggplot2)
autoplot(df.ts)