tframe (version 2007.5-2)

tfwindow: Truncate a Time Series

Description

Truncate a time series object to a time window.

Usage

tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'default':
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'ts':
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'tframe':
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'zoo':
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)
    ## S3 method for class 'its':
tfwindow(x, tf=NULL, start=tfstart(tf), end=tfend(tf), warn=TRUE)

Arguments

x

A time series object.

start

A start date of a format compatible with the time series

end

An end date of a format compatible with the time series

tf

A tframe or tframed object

warn

A logical indicating if warning should be produced

Value

• A time series object similar to x, but typically spanning a shorter time period.

Details

If start or end are omitted and tf is specified then the start or end is taken from the tf object. For ts class objects this function calls window but makes more effort to preserve seriesNames if x has them. It also supports the optional argument warn to suppress warning messages. Frequently it is convenient to write code which always truncates to a window without first checking if the data is already within the window. Since window produces a warning in this situation, the optional argument is frequently useful when tfwindow is used by other code. In Splus tfwindow also corrects for some bugs in older versions of window.

The method for windowing a tframe is a utility to be used by other programs and would not typically be called by a user.

Examples

z <- ts(matrix(rnorm(24),24,1), start=c(1980,1), frequency=4)
  zz <- tfwindow(z, start=c(1982,2))
  zzz <- matrix(rnorm(24),24,1)
  tframe(zzz) <- tframe(z)
  tfwindow(zzz, tf=tframe(zz))