window {stats}R Documentation

Time Windows

Description

window is a generic function which extracts the subset of the object x observed between the times start and end. If a frequency is specified, the series is then re-sampled at the new frequency.

Usage

window(x, ...)

## S3 method for class 'ts':
window(x, ...)

## Default S3 method:
window(x, start = NULL, end = NULL,
      frequency = NULL, deltat = NULL, extend = FALSE, ...)

Arguments

x a time-series or other object.
start the start time of the period of interest.
end the end time of the period of interest.
frequency, deltat the new frequency can be specified by either (or both if they are consistent).
extend logical. If true, the start and end values are allowed to extend the series. If false, attempts to extend the series give a warning and are ignored.
... further arguments passed to or from other methods.

Details

The start and end times can be specified as for ts. If there is no observation at the new start or end, the immediately following (start) or preceding (end) observation time is used.

Value

The value depends on the method. window.default will return a vector or matrix with an appropriate tsp attribute.
window.ts differs from window.default only in ensuring the result is a ts object.
If extend = TRUE the series will be padded with NA if needed.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

time, ts.

Examples

data(presidents)
window(presidents, 1960, c(1969,4)) # values in the 1960's
window(presidents, deltat=1)  # All Qtr1s
window(presidents, start=c(1945,3), deltat=1)  # All Qtr3s
window(presidents, 1944, c(1979,2), extend=TRUE)

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