Jeff Ryan, co-author of xts and zoo, introduces a course on time-series objects in R. You'll learn to create and manipulate time-series data, merge multiple series, aggregate values, and handle time zones and periodicity across five chapters.
Chapters
Welcome to DataCamp's course on XTS and Zoo. My name is Jeff Ryan and I'll be your tour guide throughout the course. A bit of background on myself I'm the creator or co author of a variety of widely used packages for R, including xts, quantmod and Zoo. I also co founded the popular R Finance Conference held each spring in Chicago, A conference covering all things related to using R in finance. In this course will cover one of the core object types in R the time series. Specifically, we'll explore the popular XTS and Zoo packages. By the end of the course, you'll have an in depth understanding of these packages and how to leverage them in your daily work. To get there, we'll work through five important chapters. In chapter one we'll cover the absolute basics of getting started, how to create import and export time series. In chapter two, we'll explore basic manipulation, including the powerful time based features that make working with XDS so productive, including XDS's special syntax for time based subsetting. In chapter 3, we introduce the details of merging time series as well as methods to handle the inevitable missingness you'll encounter in your data. In chapter four, we get to apply functions in time as well as learn special functions in R that let you aggregate time series data. Finally, in chapter five, we poke around some of the more advanced features of xts, including periodicity, time zones and little known techniques to extract complex time periods. So now that we know where we're headed, it's time to get going.
