Time Series Analysis I: date and time

Data Science, Time Series

Date class from base::Date and lubridate

d1 <- Sys.Date()
d1; class(d1)
## [1] "2018-09-12"
## [1] "Date"
dates <- c("02/27/92", "02/27/92", "01/14/92")
dd    <- as.Date(dates, "%m/%d/%y")
dd; class(dd)
## [1] "1992-02-27" "1992-02-27" "1992-01-14"
## [1] "Date"
d2 <- lubridate::as_date("2018-07-05")
d2; class(d2)
## [1] "2018-07-05"
## [1] "Date"

POSIX* class from base::as.POSIX*

POSIXt types, POSIXct and POSIXlt:

  • ct, calendar time, stores the number of seconds since the origin
  • lt, local time, keeps the date as a list of time attributes (such as ”hour” and ”mon”).
    unclass(as.POSIXct(Sys.time())) vs unclass(as.POSIXlt(Sys.time()))
dt1 <- as.POSIXct(Sys.time())
dt1; class(dt1)
## [1] "2018-09-12 16:31:23 EDT"
## [1] "POSIXct" "POSIXt"
dt2 <- lubridate::as_datetime("2018-07-05 15:30:21")
dt2; class(dt2)
## [1] "2018-07-05 15:30:21 UTC"
## [1] "POSIXct" "POSIXt"

timeDate class from timeDate

dts <- c("1989-09-28", "2001-01-15", "2004-08-30", "1990-02-09")
tms <- c(  "23:12:55",   "10:34:02",   "08:30:00",   "11:18:23")
tD1  <- timeDate::timeDate(dts, format = "%Y-%m-%d", FinCenter = "GMT" )
class(tD1)
## [1] "timeDate"
## attr(,"package")
## [1] "timeDate"

dates, times and chron class from chron

dts <- chron::dates(c("02/27/92", "02/27/92", "01/14/92"))
dts; class(dts)
## [1] 02/27/92 02/27/92 01/14/92
## [1] "dates" "times"
dts <- chron::dates(c("02/27/92", "02/27/92", "01/14/92"))
tms <- chron::times(c("23:03:20", "22:29:56", "01:03:30"))
tms; class(tms)
## [1] 23:03:20 22:29:56 01:03:30
## [1] "times"
# [1] 23:03:20 22:29:56 01:03:30 18:21:03 16:56:26
x <- chron::chron(dates = dts, times = tms)
x; class(x)
## [1] (02/27/92 23:03:20) (02/27/92 22:29:56) (01/14/92 01:03:30)
## [1] "chron" "dates" "times"
R

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