Jeff,

My understanding is that the lag command will lag an entire time series.  That isn't what I'm looking for.

I just want, for example, today, and 5 entries back.  

for exmple:

iter <- '2011-05-18'

observations[iter]   # works fine, returns the row at that date.

index(observations[iter[) # just returns the iter back

index(observations[iter]) - 5  # returns "2011-05-17 23:59:57 PDT", so it subtracted 3 seconds.

really, I want to find:  iter- 5 days.



--
Noah Silverman
Smart Media Corp.



On Oct 14, 2012, at 10:29 AM, Jeff Newmiller <jdnewmil@dcn.davis.ca.us> wrote:

> There are a few ways.  The xts package has a "lag" function. So does "zoo".  Pay careful attention to the conventions used for specifying relative time in these various packages. You can also infill your missing data to create a regularly-spaced time series.  There is no shortage of web information about this topic... you can start at the Time Series task view on CRAN or just use a search engine.
> 
> On Sun, 14 Oct 2012, Noah Silverman wrote:
> 
>> Hello,
>> 
>> 
>> I have a time series object (xts) that I iterate over in a loop.  Works fine.
>> 
>> My challenge is that I want to be able to reference other entries in the series by math.  i.e.  For today's observation, what were the last 5 observations?  If indexed numerically, it is trivial, but I can figure out how to do this with dates.
>> 
>> This is slightly more difficult as there may not be an observation for every day.  So I might want the last 5 that exist in the table, not the last 5 calendar days.
>> 
>> ideally, it would be something like this.
>> 
>> observations[ index(today)-5:today,  ]
>> 
>> However that obviously fails.
>> 
>> Ideas?
>> 
>> 
>> 
>> --
>> Noah Silverman, M.S.
>> UCLA Department of Statistics
>> 8117 Math Sciences Building
>> Los Angeles, CA 90095
>> 
>> ______________________________________________
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>> 
> 
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--
Noah Silverman, M.S.
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095




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