R: Subsetting a time series

subset.ts {forecast} | R Documentation

## Subsetting a time series

### Description

Various types of subsetting of a time series. Allows subsetting by index values (unlike `window`). Also allows extraction of the values of a specific season or subset of seasons in each year. For example, to extract all values for the month of May from a time series.

### Usage

    ## S3 method for class 'ts'
    subset(x, subset = NULL, month = NULL, quarter = NULL,
      season = NULL, start = NULL, end = NULL, ...)

    ## S3 method for class 'msts'
    subset(x, subset = NULL, start = NULL, end = NULL, ...)

### Arguments

`x` | a univariate time series to be subsetted
`subset` | optional logical expression indicating elements to keep; missing values are taken as false. `subset` must be the same length as `x`.
`month` | Numeric or character vector of months to retain. Partial matching on month names used.
`quarter` | Numeric or character vector of quarters to retain.
`season` | Numeric vector of seasons to retain.
`start` | Index of start of contiguous subset.
`end` | Index of end of contiguous subset.
`...` | Other arguments, unused.

### Details

If character values for months are used, either upper or lower case may be used, and partial unambiguous names are acceptable. Possible character values for quarters are `"Q1"`, `"Q2"`, `"Q3"`, and `"Q4"`.

### Value

If `subset` is used, a numeric vector is returned with no ts attributes. If `start` and/or `end` are used, a ts object is returned consisting of x[start:end], with the appropriate time series attributes retained. Otherwise, a ts object is returned with frequency equal to the length of `month`, `quarter` or `season`.

### Author(s)

Rob J Hyndman

### See Also

`subset`, `window`

### Examples

    plot(subset(gas,month="November"))
    subset(woolyrnq,quarter=3)
    subset(USAccDeaths, start=49)

[Package forecast version 8.2 Index]