R for Data Science Cookbook

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:

1. 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 ...