The classes “monthly” and “quarterly” print as dates and are
compatible with usual time extraction (ie month,
year, etc). Yet, they are stored as integers representing
the number of elapsed periods since 1970/01/0 (resp in week, months,
quarters). This is particularly handy for simple algebra:
# elapsed dates
library(lubridate)
date <- mdy(c("04/03/1992", "01/04/1992", "03/15/1992"))
datem <- as.monthly(date)
# displays as a period
datem
#> [1] "1992m04" "1992m01" "1992m03"
# behaves as an integer for numerical operations:
datem + 1
#> [1] "1992m05" "1992m02" "1992m04"
# behaves as a date for period extractions:
year(datem)
#> [1] 1992 1992 1992tlag/tlead a vector with respect to a
number of periods, not with respect to the number of
rows
year <- c(1989, 1991, 1992)
value <- c(4.1, 4.5, 3.3)
tlag(value, 1, time = year)
library(lubridate)
date <- mdy(c("01/04/1992", "03/15/1992", "04/03/1992"))
datem <- as.monthly(date)
value <- c(4.1, 4.5, 3.3)
tlag(value, time = datem) In constrast to comparable functions in zoo and
xts, these functions can be applied to any vector and be
used within a dplyr chain:
is.panel checks whether a dataset is a panel i.e. the
time variable is never missing and the combinations (id, time) are
unique.
df <- tibble(
id1 = c(1, 1, 1, 2, 2),
id2 = 1:5,
year = c(1991, 1993, NA, 1992, 1992),
value = c(4.1, 4.5, 3.3, 3.2, 5.2)
)
df %>% group_by(id1) %>% is.panel(year)
df1 <- df %>% filter(!is.na(year))
df1 %>% is.panel(year)
df1 %>% group_by(id1) %>% is.panel(year)
df1 %>% group_by(id1, id2) %>% is.panel(year)fill_gap transforms a unbalanced panel into a balanced panel. It
corresponds to the stata command tsfill. Missing
observations are added as rows with missing values.
df <- tibble(
id = c(1, 1, 1, 2),
datem = as.monthly(mdy(c("04/03/1992", "01/04/1992", "03/15/1992", "05/11/1992"))),
value = c(4.1, 4.5, 3.3, 3.2)
)
df %>% group_by(id) %>% fill_gap(datem)
df %>% group_by(id) %>% fill_gap(datem, full = TRUE)
df %>% group_by(id) %>% fill_gap(datem, roll = "nearest")