Custom time periods

[andresrcs]

You can create a custom indexing function to use with tsibble package, see this related thread:

Aggregating Time Series tsibbles on non-calendar years

Lubridate functions are mostly built for calendar year. For this case, you need a custom function that does different binning. An Aussie version of financial_year() is defined for this example: library(tsibble) library(dplyr, warn.conflicts = FALSE) library(lubridate, warn.conflicts = FALSE) q_data <- tsibbledata::gafa_stock %>% index_by(yq0 = yearquarter(Date)) %>% summarize(close = last(Close)) financial_year <- function(date) { year <- year(date) ifelse(quarter(date) <= 2, year, year + 1) } q_data %>% index_by(y0 = ~ financial_year(.)) #> # A tsibble: 20 x 3 [1Q] #> # Groups: @ y0 [6] #> yq0 close y0 #> <qtr> <dbl> <dbl> #> 1 2014 Q1 554. 2014 #> 2 20…

Not simple solution comes to my mind at this moment for the custom function, but I have a hunch that there must be one. If my brain wakes up later and I figure it out I will come back with more specific help.