Creating time series data
To begin time series analysis, we need to create a time series object from a numeric vector or matrix. In this recipe, we introduce how to create a time series object from the financial report of Taiwan Semiconductor (2330.TW) with the ts function.
Getting ready
Download the tw2330_finance.csv dataset from the following GitHub link:
https://github.com/ywchiu/rcookbook/raw/master/chapter10/tw2330_finance.csv
How to do it…
Please perform the following steps to create time series data:
First, read Taiwan Semiconductor's financial report into an R session:
> tw2330 = read.csv('tw2330_finance.csv', header=TRUE) > str(tw2330) 'data.frame': 32 obs. of 5 variables: $ Time : Factor w/ 32 levels "2008Q1","2008Q2",..: 1 2 3 4 5 6 7 8 9 10 ... $ Total.Income : int 875 881 930 646 395 742 899 921 922 1050 ... $ Gross.Sales : num 382 402 431 202 74.8 343 429 447 442 519 ... $ Operating.Income: num 291 304 329 120 12.1 251 320 336 341 405 ... $ EPS ...
