Time Series Database Interface

Provides a common interface to time series databases. The objective is to define a standard interface so users can retrieve time series data from various sources with a simple, common, set of commands, and so programs can be written to be portable with respect to the data source. The SQL implementations also provide a database table design, so users needing to set up a time series database have a reasonably complete way to do this easily. The interface provides for a variety of options with respect to the representation of time series in R. The interface, and the SQL implementations, also handle vintages of time series data (sometime called editions or real-time data). There is also a (not yet well tested) mechanism to handle multilingual data documentation. Comprehensive examples of all the 'TS*' packages is provided in the vignette Guide.pdf with the 'TSdata' package.


See also

o To Do below

o The separate README file.

Known BUGS

o None for the moment.

Changes in TSdbi version 2017.4-1

o Remove documentation for non-existet function TScheckdbi (caught by package checks in new R version).

Changes in TSdbi version 2015.7-1

o Fixed bug passing server arguments in TSconnect, which was only using the driver configuration file and not any specified arguments.

Changes in TSdbi version 2015.1-1

o Added export of dbDisconnect.

o Update class definitions to use slots= rather than representation().

o Bumped requirement for DBI up to version 0.3.1 or greater.

o Adjusted TSconnect() to use a string or a connection in place of a driver, and renamed argument drv to q to reflect this change.

o Some tweaks to TSfinddb() for new versions of database packages using new version of DBI.

Changes in TSdbi version 2013.9-1

o Split TSsql from TSdbi to cleanup export of SQL utility functions.

Changes in TSdbi version 2013.8-2

o Added functions createTSdbTables() and removeTSdbTables() and arranged tests and examples so that test database tables are cleaned up (removed).

o Adjusted Depends and Imports in DESCRIPTION file.

o Fixed bug when replacing muliple series: if not all existed then none where deleted before putting new versions in place.

Changes in TSdbi version 2013.3-1

o Removed references to TSpadi as it has been archived from CRAN. It is supersceded by TSfame.

Changes in TSdbi version 2012.8-1

o Modified Title in DESCRIPTION file so TSdbi packages will be more clearly related on CRAN listing.

o Added a warning message about database corruption in the case a series id returns multiple tables.

Changes in TSdbi version 2012.4-1

o Added tfplot to Suggests in DESCRIPTION.

o Changed TSexists() to return a logical vector in the case when vintage is a vector.

o Fixed TSexists() to use logical indicator of availability from TSdates(), rather than tbl, which was only good for SQL versions.

Changes in TSdbi version 2012.3-1

o Additional cleanup after testing.

Changes in TSdbi version 2011.11-2

o Fixed TSmeta warning in case when TSdoc, TSlabel, or TSdescription are vectors.

Changes in TSdbi version 2011.11-1

o updated maintainer email address.

o added show method for TSmeta object.

o added structure for support of TSsource metadata field.

o added check for lowercase table names in CreateTables.TSsql setup.

Changes in TSdbi version 2011.8-1

o added TSvintages generic and methods to extract all vintage ids from a database.

Changes in TSdbi version 2011.7-1

o modified several methods signatures to expect a TSdbi connection and not attempt (and fail) with a raw DBI connection.

Changes in TSdbi version 2011.6-1

o modified vintage support to use separate tables rather than just an additional field (for performance reasons).

Changes in TSdbi version 2011.4-1

o fixed bug in vintageAlias with multiple versions.

Changes in TSdbi version 2011.3-1

o added support for TSrepresentation.

Changes in TSdbi version 2010.11-2

o Removing trivial dependence on periods() to avoid complications in sorting out complicting usuage.

Changes in TSdbi version 2010.10-1

o added generic dropTStable to work around problem that different database engines handle capitalization in table names differently.

Changes in TSdbi version 2010.7-1

o Improved error message about query when a series is not found.

Changes in TSdbi version 2010.5-1

o Removed ... argument from standardSQL functions as these do not use the argument, are not generics (and are not even exported).

o Added arguments vintage and panel to TSdates() and TSexists() because of bug caused by passing these in ... .

o Fixed passing default con from generic to some methods.

o Improved error message for Meta lookup failure with panels and vintages.

o Improved error message in the case where con is not specified and the default has not been set.

o Modified vintage aliases to work for each series rather than globally. (So "current" might refer to different vintages for different series.)

o Modified indication of whether a database supports vintages and panels to use vintageAlias and panelAlias tables, since these are more fundamental than vintages and panels tables (which are only used for documentation of the vintages and panels).

Changes in TSdbi version 2010.3-1

o Fixed TSget to return matrix of series if panel of vintage is a vector.

Changes in TSdbi version 2010.2-1

o Fixed TSdates and test for existence of series with was using length() rather than nrow on the returned query, and failed in some cases with SQLite. (Thanks to Felix Wittmann.)

Changes in TSdbi version 2009.11-1

o Removed namespace export of "show", which seemed to be the cause of the warning messages about "replacing previous import: show" when other packages require TSdbi.

Changes in TSdbi version 2009.5-2

o Added optional names argument to TSquery, to give series names to returned series.

o TSquery was extended to allow generating daily series.

Changes in TSdbi version 2009.5-1

o Added class conType which is inherited by connections for specific drivers, so that some methods (in progress) can abstract from the specific driver.

Changes in TSdbi version 2009.1-1

o Added checks in several TS* packages to verify if a service is available on the testing host (e.g. CRAN).

o Minor documentation fixes found by new R-devel parsing.

o Aliases for panels and vintages should now resolve properly (they did not, other than "current").

Changes in TSdbi version 2008.11-1

o A mechanism has been added for (optionally) allowing different vintages and panels of the data series. (e.g. series with the same identifier but a different release date or country).

o More database plugins have been added (PostgreSQL, ODBC, Fame).

o A mechanism to support multilingual documentation as been added (but not yet well tested).

o The is support to specify what time series representation should be returned.

o Vignettes have been expanded.

o The class representation of some objects was cleaned up and improved.

o renamed class TSdbOptions to TSdb and change TS*Connection classes to include it in their representation rather than with contains.

o changed fields refPeriod to refperiod in tables to avoid capitalization issues among SQL version. Changed TSrefPeriod to TSrefperiod to avoid confusion.

o changed tables Panels to panels and Vintages to vintages, to avoid confusion, but tables do not seem to suffer from the capitalization issue.

o changed "double" to "double precision" and DATETIME to TIMESTAMP in inst/TSsql/CreateTables.TSsql as these work in other SQL versions as well as MySQL.

Changes in TSdbi version 2008.8-1

o adjusted TSquery to use standard sql extract(YEAR rather than mysql YEAR(.

o fixed bug in TSquery for case of a query returning only one period.

Changes in TSdbi version 2008.5-1

o Work around for bug in R 2.7.0

o Added TSquery (even though it is not logically part of this package).

o Misc. clean up of beta.

o vintages is working but not carefully tested. Panels may be working, but not at all tested.

Changes in TSdbi version 2007.10-1

o This is a beta version.

o This is a beta version.

To Do

o a mechanism for handling aliases for series names.

o rollback meta when data put fails

o mechanism for signaling series updates to users

o extend to series constructed from different SQL field formats.

Reference manual

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2017.4-1 by Paul Gilbert, 4 years ago


Browse source code at https://github.com/cran/TSdbi

Authors: Paul Gilbert <[email protected]>

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

GPL-2 license

Imports methods, DBI, tframe

Suggests zoo, tseries, tis, tfplot, tframePlus

Imported by TSsql.

Depended on by TSMySQL, TSPostgreSQL, TSSQLite, TScompare, TSfame, TSmisc, TSodbc, TSsdmx.

Suggested by TSdata.

See at CRAN