window {stats} | R Documentation |
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.
window(x, ...) ## S3 method for class 'ts': window(x, ...) ## Default S3 method: window(x, start = NULL, end = NULL, frequency = NULL, deltat = NULL, extend = FALSE, ...) window(x, ...) <- value ## S3 method for class 'ts': window(x, start, end, frequency, deltat, ...) <- value
x |
a time-series (or other object if not replacing values). |
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. |
value |
replacement values. |
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.
The replacement function has a method for ts
objects, and
is allowed to extend the series (with a warning). There is no default
method.
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
s if
needed.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
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) pres <- window(presidents, 1945, c(1949,4)) # values in the 1940's window(pres, 1945.25, 1945.50) <- c(60, 70) window(pres, 1944, 1944.75) <- 0 # will generate a warning window(pres, c(1945,4), c(1949,4), freq=1) <- 85:89 pres