window {stats}

R Documentation

Time (Series) Windows

Description

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.

Usage

window(x, ...)
## S3 method for class 'ts'
window(x, ...)
## Default S3 method:
window(x, start = NULL, end = NULL,
      frequency = NULL, deltat = NULL, extend = FALSE, ts.eps = getOption("ts.eps"), ...)

window(x, ...) <- value
## S3 replacement method for class '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 and end values are allowed to extend the series. If false, attempts to extend the series give a warning and are ignored.
ts.eps	time series comparison tolerance. Frequencies are considered equal if their absolute difference is less than ts.eps and boundaries (length-1 versions of start and end) are checked with fuzz ts.eps/frequency(x).
...	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

time, ts.

Examples

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

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