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Joins

CurrentModule = Temporal

Outer Joins

One can perform a full outer join on the time indexes of two TS objects $x$ and $y$ in the following ways:

  • merge(x, y)
  • ojoin(x, y)
  • [x y]
  • hcat(x, y)

Where there are dates in the index of one that do not exist in the other, values will be filled with NaN objects. As the missing functionality matures in Julia's base syntax, it will eventually replace NaN in this context, since unfortunately NaN is only applicable for Float64 element types.

merge
ojoin

Example

using Temporal, Dates  # hide
x = TS(rand(252))
y = TS(rand(252), x.index .- Month(6))
[x y]

Inner Joins

You can do inner joins on TS objects using the ijoin function, which will remove any observations corresponding to time steps where at least one of the joined objects is missing a row. This will basically keep only the rows where the time index of the left side and the right side intersect.

ijoin

Example

using Temporal, Dates  # hide
x = TS(rand(252))
y = TS(rand(252), x.index .- Month(6))
ijoin(x, y)

Left/Right Joins

Left and right joins are performed similarly to inner joins and the typical SQL join queries using the index field each object as the joining key.

  • Left Join: keep all observations of the left side of the join, fill the right side with NaN's where missing the corresponding time index
  • Right Join: keep all observations of the right side of the join, fill the left side with NaN's where missing the corresponding time index
ljoin
rjoin

Example

using Temporal, Dates  # hide
x = TS(rand(252))
y = TS(rand(252), x.index .- Month(6))
ljoin(x, y)
rjoin(x, y)