[R] confused with yearmon, xts and maybe zoo

[Gabor Grothendieck]

On Sun, Apr 18, 2010 at 8:25 AM, simeon duckworth
<simeonduckworth at gmail.com> wrote:
> R-listers,
>
> I am using xts with a yearmon index, but am getting some inconsistent
> results with the date index when i drop observations (for example by using
> na.omit).
>
> The issue is illustrated in the example below.  If I start with a monthly
> zooreg series starting in 2009, yearmon converts this to "Dec-2008".  Not
> such a worry for my example, but strange.  Having converted to xts, i drop
> the first observation.  The index shows jan 2009.  But if i create a new
> variable with this index, it shifts the series back to dec 2008.
>
> No doubt i am doing something wrong.  very grateful for any tips
>
> library(xts)
>
> z <- zooreg(1:24,frequency=12,start=c(2009,1))  # monthly data starting 2009
> x <- xts(z,as.yearmon(index(z)))                        # starts Dec 2008

Not for me.  It starts in January 2009 for me.

Also please show your code in such a way that it can be pasted into a
session.  Either comment out the output using # or else preface input
lines with > so its clear what is input and what is output.  And show
what versions of the software and R you are using and what platform.

> z <- zooreg(1:24,frequency=12,start=c(2009,1))  # monthly data starting 2009
> head(z)
2009(1) 2009(2) 2009(3) 2009(4) 2009(5) 2009(6)
      1       2       3       4       5       6
> x <- xts(z,as.yearmon(index(z)))
> head(x)
         x
Jan 2009 1
Feb 2009 2
Mar 2009 3
Apr 2009 4
May 2009 5
Jun 2009 6
> R.version.string
[1] "R version 2.10.1 (2009-12-14)"
> win.version()
[1] "Windows Vista (build 6002) Service Pack 2"
> packageDescription("zoo")$Version
[1] "1.6-3"
> packageDescription("xts")$Version
[1] "0.7-0"

I also tried older versions zoo 1.6-0, xts 0.6-8 and R 2.9.2 and got
the same result as I got here.