window
Time Windows
window
is a generic function which
extracts the subset of the object x
observed between the times start
and end
. If a
frequency is specified, the series is then re-sampled at the new
frequency.
- Keywords
- ts
Usage
window(x, …)
# S3 method for ts
window(x, …)
# S3 method for default
window(x, start = NULL, end = NULL,
frequency = NULL, deltat = NULL, extend = FALSE, …)window(x, …) <- value
# S3 method for ts
window(x, start, end, frequency, deltat, …) <- value
Arguments
- x
a time-series (or other object if not replacing values).
- start
the start time of the period of interest.
- end
the end time of the period of interest.
- frequency, deltat
the new frequency can be specified by either (or both if they are consistent).
- extend
logical. If true, the
start
andend
values are allowed to extend the series. If false, attempts to extend the series give a warning and are ignored.- …
further arguments passed to or from other methods.
- value
replacement values.
Details
The start and end times can be specified as for ts
. If
there is no observation at the new start
or end
,
the immediately following (start
) or preceding (end
)
observation time is used.
The replacement function has a method for ts
objects, and
is allowed to extend the series (with a warning). There is no default
method.
Value
The value depends on the method. window.default
will return a
vector or matrix with an appropriate tsp
attribute.
window.ts
differs from window.default
only in
ensuring the result is a ts
object.
If extend = TRUE
the series will be padded with NA
s if
needed.
References
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
See Also
Examples
library(stats)
# NOT RUN {
window(presidents, 1960, c(1969,4)) # values in the 1960's
window(presidents, deltat = 1) # All Qtr1s
window(presidents, start = c(1945,3), deltat = 1) # All Qtr3s
window(presidents, 1944, c(1979,2), extend = TRUE)
pres <- window(presidents, 1945, c(1949,4)) # values in the 1940's
window(pres, 1945.25, 1945.50) <- c(60, 70)
window(pres, 1944, 1944.75) <- 0 # will generate a warning
window(pres, c(1945,4), c(1949,4), frequency = 1) <- 85:89
pres
# }