Merge Time Series in R (Example)

 

In this R tutorial, I’ll explain how to merge two time series objects in the R programming language.

The tutorial will contain the following contents:

Let’s dive into it!

 

Example Data

Let’s create two time series objects (ts) in R that we can use in the example later on:

time1 <- ts(rep(1, 12),           # Create first time series
            start = c(2019, 1),
            frequency = 12)
time2 <- ts(rep(2, 12),           # Create second time series
            start = c(2020, 1),
            frequency = 12)

 

Merge Time Series in R

Typically, we would merge two objects above each other with the rbind R function. Let’s see how this looks with ts objects:

rbind(time1, time2)               # Rbind times series (not working)

 

try to merge ts with rbind

Figure 1: Merging Time Series with rbind() is not Working Properly.

 

Not good! As Figure 1 shows, the times series attributes are lost, when we use the rbind function.

The correct way to combine multiple ts objects is the following:

ts(c(time1, time2),               # Combined time series object
   start = start(time1),
   frequency = frequency(time1))

 

properly merge time series objects in r

Figure 2: ts Function with Frequency Specification Works Well.

 

Figure 2 shows how a good merging of two time series objects should look like.

 

Video & Further Resources

Have a look at the following video of Jordan Kern’s YouTube channel. In the video, he illustrate how to analyze time series data.

 

 

Furthermore, you may have a look at some of the other articles on my homepage.

 

In this article you learned how to retain the structure of time series data when it is combined in the R programming language. Don’t hesitate to let me know in the comments section, in case you have further questions.

 



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