[R-SIG-Finance] subsetting from timeSeries

[Brian G. Peterson]

Well,  you asked for it, so here's TFM

      https://www.rmetrics.org/node/8

Regards,

     - Brian

On 04/06/2010 02:25 PM, Jeff Hamann wrote:
> I'm a newbie with timeSeries and I'm trying to subset data from a timeSeries objects (by month, quarter, etc.)
>
> GMT
>                    ^GSPC          RYJ          NFO           STH          CVY
> 2007-01-03  0.013961173 -0.009841523  0.024217982 -0.0003857281  0.018018506
> 2007-02-01 -0.022088306 -0.006062295 -0.003042984 -0.0120319713 -0.006430890
> 2007-03-01  0.009930484 -0.005543251  0.021854675  0.0143441110  0.003220615
> 2007-04-02  0.042379836  0.055675009  0.041254253  0.0042250879  0.037859411
> 2007-05-01  0.032030724  0.043216601  0.044762718  0.0372433489  0.028772691
> 2007-06-01 -0.017976931  0.000000000 -0.021431861 -0.0077850254 -0.018651593
>                     XRO          ONEQ          FBT          FDV          FDN
> 2007-01-03  0.04083675  0.0179801641  0.024199865  0.024397067  0.048071606
> 2007-02-01 -0.01103803 -0.0194842469 -0.040227932 -0.007760824 -0.012337957
>
> and I'm kind of a newbie with timeSeries.
>
> Before I spend a few days hacking out suboptimal solutions, I thought I might ask the group where I might find a decent tutorial on sub-setting timeSeries using only date ranges.
>
> I have monthly, weekly, and daily datasets and need to grad monthly, weekly, and daily subsets for by month, quarter, etc.
>
> I'm sure this will elicit an RTFM response, but please, pretty please, with sugar on top, be gentle. I'm new here.
>
> Thanks,
> Jeff.
>
>
> Jeff D. Hamann, PhD
> 2430 NW Professional Drive
> Corvallis, Oregon 97330
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>
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-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock