[R] Need help on window() function of the 'zoo' package

Rui Barradas ruipbarradas at sapo.pt
Sun Jun 9 10:59:36 CEST 2013


Hello,

Actually, Dat_zoo is not a matrix, it is an object of classes "zooreg" 
and "zoo", with a dim attribute:

class(Dat_zoo)
dim(Dat_zoo)

And the output of window() is of the same classes but without a dim 
attribute:

wnd <- window(Dat_zoo, start = as.Date("2001-01-02"))
class(wnd)
dim(wnd)  # NULL


You can set the dim attribute manually like this:

dim(wnd) <- c(length(wnd), 1)


Hope this helps,

Rui Barradas

Em 08-06-2013 22:02, Ron Michael escreveu:
> Hi,
>
> I observed that if I use window() function available with the 'zoo' package to extract a portion of my times series and if that time series data is stored in some 'zoo' object with only 1 column, then the resulting zoo object is becoming vector.
>
> Here is my observation:
>
>> library(zoo)
>> Dat <- matrix(1:3, nc = 1)
>> Dat
>       [,1]
> [1,]    1
> [2,]    2
> [3,]    3
>> Dat_zoo <- zooreg(Dat, start = as.Date("2001-01-01"), frequency = 1)
>> Dat_zoo
>
> 2001-01-01 1
> 2001-01-02 2
> 2001-01-03 3
>> window(Dat_zoo, start = as.Date("2001-01-02"))   ### why it is becoming vector? I want to retain it as matrix only
> 2001-01-02 2001-01-03
>           2          3
>
> Here you can see that, originally my 'Dat_zoo ' object was basically a matrix. However once I use window() function, it became vector.
>
> Is there any possibility to retain the shape of the original object, particularly if that object is matrix with 1 column?
>
> Thank you very much for your help.
> 	[[alternative HTML version deleted]]
>
>
>
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