zoo and xts Time Series

Introduction

zoo and xts provide classes for time series data. They are the foundation for time series analysis in R.

Creating zoo/xts

library(xts)

# From vector
z <- zoo(x, order.by = dates)

# From data frame
x <- as.xts(df)

# Create with time
x <- xts(x, order.by = as.POSIXct(dates))

Time Series Operations

# Subset by time
x["2020"]
x["2020-01"]
x["2020-01-01/2020-01-31"]

# Lag/lead
lag(x, k = 1)
diff(x)

# Rolling functions
rollapply(x, 10, mean)

Merging

# Merge series
merge(x, y, all = FALSE)

# Fill NA
na.locf(x)
na.approx(x)

Conversion

# To dataframe
as.data.frame(x)

# To matrix
as.matrix(x)

# To zoo
as.zoo(x)

Summary

zoo/xts provide efficient time series operations. Use them for financial and temporal data.