[R] Split a time series

[Achim Zeileis]

On Wed, 14 Jul 2010, Megh Dal wrote:

> Hi all, can somebody help me to split a time series (zoo) object on monthwise. For example, suppose I have following time series object:
>
> library(zoo)
> dat1 <- zooreg(rnorm(300), start=as.Date("2009-01-01"), frequency=1)
>
>> From dat1, I want to create a list-object dat2 like:
>
> dat2[[1]] <- all observation for jan-2009
> dat2[[2]] <- all observation for feb-2009
>
> etc.

split(dat1, as.yearmon(time(dat1)))

seems to return what you want.
Z

> Thanks
>
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