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The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

Home Page: https://pkg.yangzhuoranyang.com/tsdl/

License: GNU General Public License v3.0

R 93.29% COBOL 6.71%

tsdl's Introduction

tsdl: Time Series Data Library

The Time Series Data Library (TSDL) was created by Rob Hyndman, Professor of Statistics at Monash University, Australia.

Installation

You can install the development version from Github

# install.packages("devtools")
devtools::install_github("FinYang/tsdl")

Usage

library(tsdl)
library(forecast)
#> Registered S3 method overwritten by 'quantmod':
#>   method            from
#>   as.zoo.data.frame zoo
tsdl
#> Time Series Data Library: 648 time series  
#> 
#>                        Frequency
#> Subject                 0.1 0.25   1   4   5   6  12  13  52 365 Total
#>   Agriculture             0    0  37   0   0   0   3   0   0   0    40
#>   Chemistry               0    0   8   0   0   0   0   0   0   0     8
#>   Computing               0    0   6   0   0   0   0   0   0   0     6
#>   Crime                   0    0   1   0   0   0   2   1   0   0     4
#>   Demography              1    0   9   2   0   0   3   0   0   2    17
#>   Ecology                 0    0  23   0   0   0   0   0   0   0    23
#>   Finance                 0    0  23   5   0   0  20   0   2   1    51
#>   Health                  0    0   8   0   0   0   6   0   1   0    15
#>   Hydrology               0    0  42   0   0   0  78   1   0   6   127
#>   Industry                0    0   9   0   0   0   2   0   1   0    12
#>   Labour market           0    0   3   4   0   0  17   0   0   0    24
#>   Macroeconomic           0    0  18  33   0   0   5   0   0   0    56
#>   Meteorology             0    0  18   0   0   0  17   0   0  12    47
#>   Microeconomic           0    0  27   1   0   0   7   0   1   0    36
#>   Miscellaneous           0    0   4   0   1   1   3   0   1   0    10
#>   Physics                 0    0  12   0   0   0   4   0   0   0    16
#>   Production              0    0   4  14   0   0  28   1   1   0    48
#>   Sales                   0    0  10   3   0   0  24   0   9   0    46
#>   Sport                   0    1   1   0   0   0   0   0   0   0     2
#>   Transport and tourism   0    0   1   1   0   0  12   0   0   0    14
#>   Tree-rings              0    0  34   0   0   0   1   0   0   0    35
#>   Utilities               0    0   2   1   0   0   8   0   0   0    11
#>   Total                   1    1 300  64   1   1 240   3  16  21   648
autoplot(tsdl[[1]])

subset(tsdl,"Sales")
#> Time Series Data Library: 46 Sales time series  
#> 
#>        Frequency
#> Subject  1  4 12 52 Total
#>   Sales 10  3 24  9    46

Sources

Rob Hyndman and Yangzhuoran Yang (2018). tsdl: Time Series Data Library. v0.1.0. https://pkg.yangzhuoranyang.com/tsdl/

License

This package is free and open source software, licensed under GPL-3

tsdl's People

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tsdl's Issues

Package installation on Windows

Hello,

thanks for a nice package containing multiple time series datasets. Suggested installation failed on Windows system. I use tar.exe, so it is available on my system and c:\bin\ is included into PATH. Console output below.

Best regards

devtools::install_github("FinYang/tsdl")
Downloading GitHub repo FinYang/tsdl@master
c:\bin\tar.exe: Cannot use compressed or remote archives
c:\bin\tar.exe: Error is not recoverable: exiting now
External tar failed with --force-local, trying without
c:\bin\tar.exe: Cannot use compressed or remote archives
c:\bin\tar.exe: Error is not recoverable: exiting now
External tar failed with --force-local, trying without
Error: Does not appear to be an R package (no DESCRIPTION)
In addition: Warning messages:
1: In utils::untar(tarfile, ...) :
‘tar.exe -zxf "C:\Users\user\AppData\Local\Temp\Rtmps7i1PW\file252430421301.tar.gz" -C "C:/Users/user/AppData/Local/Temp/Rtmps7i1PW/remotes25245c5f13c4"’ returned error code 2
2: In system(cmd, intern = TRUE) :
running command 'tar.exe -ztf "C:\Users\user\AppData\Local\Temp\Rtmps7i1PW\file252430421301.tar.gz"' had status 2

unknown character symbols in meta_tsdl

I am getting unknown character symbols i.e � when extracting the list of time series description via meta_tsdl$description , specially for en dashes, even when using UTF-8 encoding in RStudio.

How to load the tsdl data sets in R to work.

Time series no. 349 - wrong seasonality

Hello, this time series described as quarterly but actually has 7 seasons:

>str(tsdl[[349]])
Time-Series [1:308] from 1 to 77.8: 215 3259 857 195 1154 ...
 - attr(*, "source")= chr "Hipel and McLeod (1994)"
 - attr(*, "description")= chr "Quarterly U.K. economic time series from a case study reported by D.L. Prothero and K.F. Wallis (1976)"
 - attr(*, "subject")= chr "Macroeconomic"
> plot(tsdl[[349]][1:28], type="o")
> tsdisplay(tsdl[[349]])

Error in loadNamespace(j <- i[[1L]], c(lib.loc, .libPaths()), versionCheck = vI[[j]]) : namespace ‘processx’ 3.4.3 is being loaded, but >= 3.5.0 is required

I am using Microsoft R Open ver. 4.0 64-bit, i find the error titled above when typing the command: devtools::install_github("FinYang/tsdl")

Time Series Description

Hi TSDL group,

I'm trying to find the description of the time series that is in the package TSDL, but I cound't find.
Could you help me?!

I want the information of the time series and the caracteristics of one of them (stationarity, seasonality...).
I'm really lost.

Thank you for all the help and attention