R: Time Windows

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, ...)

    window(x, ...) <- value
    ## S3 replacement method for class 'ts'
    window(x, start, end, frequency, deltat, ...) <- value

### Arguments

`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.

### 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.

The replacement function has a method for `ts` objects, and is allowed to extend the series (with a warning). There is no default method.

### 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`s 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

    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), frequency = 1) <- 85:89
    pres

[Package stats version 3.5.1 Index]