[R] question about subset and join ts object(s)

[Achim Zeileis]

On Thu, 10 Jan 2008, tom soyer wrote:

> Hi,
>
> I have two questions about ts.
>
> (1) How do I subset a ts object and still preserve the time index? for
> example:
>
> > x=ts(1:10, frequency = 4, start = c(1959, 2)) # the ts object
> > x
>      Qtr1 Qtr2 Qtr3 Qtr4
> 1959         1    2    3
> 1960    4    5    6    7
> 1961    8    9   10
> I don't want the 1st 2 elements, so I could subset like this:
> > x[3:length(x)]
> [1]  3  4  5  6  7  8  9 10
>
> But then the time index is lost. I could use window(), but then I have to
> specify start and end manually. Is there a way to subset a ts object so that
> the time index is preserved for the data extracted without specifying start
> and end data by hand?

I think window() is the way to go with "ts".
"zoo"/"zooreg" additionally provide what you ask for:

  library("zoo")
  x <- ts(1:10, frequency = 4, start = c(1959, 2))
  z <- as.zoo(x)
  z[3:length(z)]

The time formatting is somewhat nice when you declare explicitely that
this is "yearqtr" data:

  time(z) <- as.yearqtr(time(z))
  z[3:length(z)]

> (2) How do I join two ts objects together end to end? for example:
> > x=ts(1:10, frequency = 4, start = c(1959, 2)) # the 1st ts object
> > y=ts(11:15, frequency = 4, start = c(1961, 4)) # the 2nd ts object
>
> As you can see, y is just a continuation of x. I would like to add y to the
> end of x while preserving the time index. I could use this:
> > ts(c(x,y),start=start(x),frequency=4)
>
> But I am wondering if there is a more efficient way of doing this, i.e., is
> it really necessary to specify start and frequency again when they are
> already a part of the original ts objects?

"zoo" also provides this:

  x <- ts(1:10, frequency = 4, start = c(1959, 2))
  y <- ts(11:15, frequency = 4, start = c(1961, 4))
  c(as.zoo(x), as.zoo(y))

or you can also coerce back to "ts"

  as.ts(c(as.zoo(x), as.zoo(y)))

Personally, I tend to do my data manipulations in "zoo" (not very
surprisingly ;-)) but might coerce the resulting series to "ts" if I want
to use certain modeling functions.
Z