dtseries

The goal of dtseries is to give R’s native ts class new capabilities and functionalities related to time series management in R.

Installation

You can install the development version of dtseries from GitHub with:

# install.packages("remotes")
remotes::install_github("adatar-do/dtseries")

Example

This is a basic example which shows you how to solve a common problem:

library(dtseries)

AirPassengers %>% 
  dts_ts_ggplot()

Functionalities

• Time Series Transformation:
  • dts_transform(): Applies any function to a ts object
• Time Series Manipulation:
  • dts_concat(): Concatenates time series.
  • dts_resize(): Resizes a time series based on a reference time series.
  • dts_sub(): Subtracts two time series objects.
• Missing Value Management
  • dts_zero(): Create a time series object filled with zeros.
• Time Series Features:
  • dts_dummy(): Creates a time series dummy variable based on provided dates.
  • dts_seas(): Generates seasonal dummy variables.
• Time Series Analysis:
  • dts_stationarity_test(): Performs the Augmented Dickey-Fuller test.
  • dts_breakpoints(): Detects and visualizes breakpoints in time series.
• Visualization:
  • dts_ts_ggplot(): Creates a ggplot object for time series.
  • seasonal_plot(): Generates a seasonal plot.
  • train_test_plot(): Plots train and test sets.
  • dts_acf_plot(): Plots ACF and PACF.
  • dts_stl_plot(): Performs and plots STL decomposition.
• General:
  • dts_name(): Set a name to a ts object.
  • dts_merge(): Merges time series by date.
• And more!