Methods for 'window' in package 'timeSeries'

Extract a part from a "timeSeries" object.

Usage

# S3 method for timeSeries
window(x, start, end, ...)

Arguments

x

an object of class "timeSeries".

start, end

starting date and end date, end must be after start.

...

arguments passed to other methods.

Details

window extracts the subset of the "timeSeries" object x observed between the times start and end.

See also

head, outlier

Examples

## load LPP benchmark returns
x <- LPP2005REC[, 7:9]
range(time(x))
#> GMT
#> [1] [2005-11-01] [2007-04-11]
  
## extract data for January 2006
window(x, "2006-01-01", "2006-01-31")
#> GMT 
#>                   LPP25        LPP40        LPP60
#> 2006-01-02  0.000165480  0.000297932  0.000444413
#> 2006-01-03  0.000019500 -0.000076900  0.000009450
#> 2006-01-04  0.001847585  0.002227044  0.002945121
#> 2006-01-05 -0.000602521 -0.000805771 -0.001093968
#> 2006-01-06  0.000553944  0.000844125  0.001291886
#> 2006-01-09  0.001844267  0.003025315  0.004325551
#> 2006-01-10 -0.001280919 -0.001540235 -0.001981789
#> 2006-01-11  0.000960843  0.002094522  0.003631846
#> 2006-01-12  0.002548068  0.003119294  0.003796029
#> 2006-01-13 -0.001161811 -0.001200778 -0.001223253
#> 2006-01-16  0.000193729  0.000162094  0.000196195
#> 2006-01-17 -0.001337495 -0.002720934 -0.004437794
#> 2006-01-18 -0.002019320 -0.004157731 -0.006873332
#> 2006-01-19  0.001650710  0.003430897  0.005727921
#> 2006-01-20 -0.002759185 -0.003613313 -0.004887407
#> 2006-01-23 -0.002815600 -0.005072953 -0.007675798
#> 2006-01-24  0.000253631  0.001224870  0.002318423
#> 2006-01-25 -0.000604919  0.000462553  0.001621599
#> 2006-01-26  0.001842887  0.003443139  0.005584311
#> 2006-01-27  0.003394103  0.005791901  0.008762193
#> 2006-01-30  0.001319517  0.002116907  0.003086897
#> 2006-01-31  0.000222982  0.000133349  0.000055900