R tutorial: Intro to xts & zoo

3,624 views · Published 10 November 2016 · 1:32 · Indexed 16 October 2026

Channel: DataCamp · 2016 · Education

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Learn more about data manipulation with xts & zoo: https://www.datacamp.com/courses/manipulating-time-series-data-in-r-with-xts-zoo

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 am 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, we'll 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 together 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 xts so productive - including xts's special syntax for time-based subsetting.

Chapter three introduces 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 the learn special functions in R that let you aggregate time series data.

Finally, in chapter five, we poke around some of the more advance features of xts - including periodicity, time zones and little known techniques to extract complex time periods. So now we know where we are headed - it's time to get going!

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