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
startandendvalues 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 NAs 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
# }