R How to Convert Data Frame to xts & zoo Time Series (Example Code)
In this tutorial, I’ll illustrate how to change the data frame class to the xts / zoo data type in the R programming language.
Preparing the Example
my_df <- data.frame(my_dates = c("2010-01-11", # Data frame for example "2023-12-18", "2017-04-28", "2020-07-25", "2028-10-16", "2020-10-12", "2015-04-03"), my_values = 10:16) my_df # Show example data frame in console # my_dates my_values # 1 2010-01-11 10 # 2 2023-12-18 11 # 3 2017-04-28 12 # 4 2020-07-25 13 # 5 2028-10-16 14 # 6 2020-10-12 15 # 7 2015-04-03 16 |
my_df <- data.frame(my_dates = c("2010-01-11", # Data frame for example "2023-12-18", "2017-04-28", "2020-07-25", "2028-10-16", "2020-10-12", "2015-04-03"), my_values = 10:16) my_df # Show example data frame in console # my_dates my_values # 1 2010-01-11 10 # 2 2023-12-18 11 # 3 2017-04-28 12 # 4 2020-07-25 13 # 5 2028-10-16 14 # 6 2020-10-12 15 # 7 2015-04-03 16
install.packages("xts") # Install & load xts library("xts") |
install.packages("xts") # Install & load xts library("xts")
Example: Change Data Frame Class to Time Series Object
my_df$my_dates <- as.Date(my_df$my_dates) # Converting date column to Date class |
my_df$my_dates <- as.Date(my_df$my_dates) # Converting date column to Date class
my_ts <- xts(my_df$my_values, my_df$my_dates) # Converting data frame to xts my_ts # Show time series in console # [,1] # 2010-01-11 10 # 2015-04-03 16 # 2017-04-28 12 # 2020-07-25 13 # 2020-10-12 15 # 2023-12-18 11 # 2028-10-16 14 |
my_ts <- xts(my_df$my_values, my_df$my_dates) # Converting data frame to xts my_ts # Show time series in console # [,1] # 2010-01-11 10 # 2015-04-03 16 # 2017-04-28 12 # 2020-07-25 13 # 2020-10-12 15 # 2023-12-18 11 # 2028-10-16 14