Wrangling time series
In the last exercise, you created an xts object of gas prices. In this exercise, you will take a closer look at the year 2014.
You can index a time series object by a vector of dates. The following code
dates <- c(as.Date("2014-06-30"), as.Date("2014-12-31"))
gas_ts[dates]
returns data for the last days of June and December 2014 of the gas_ts object. Remember that the seq() function can be used for dates.
The xts package contains a set of functions that apply a function to non-overlapping periods, e.g., weekly, monthly, etc. For example,
apply.yearly(gas_ts, max)
returns the highest gas price in each year.
The gas_ts object is available in the environment.
This exercise is part of the course
Practicing Statistics Interview Questions in R
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
library(xts)
# Create the sequence of dates
dates_2014 <- ___(from = ___(___), ___ = as.Date("2014-12-31"), by = "1 day")
# Subset the time series
gas_2014 <- gas_ts[___]