Subsetting a window of observations
Manipulating Time Series Data in R
Harrison Brown
Graduate Researcher in Geography
Time series windows
Windows:
- Subset of time series
- Inherits frequency from parent time series
- Defined by start and end point
Purpose of windows:
- View a specified range of data
- Focus in on years/events of interest
- Ignore observations at the "edge" of the data
Time series windows
card_prices
2013-01-01 4.88
2013-01-02 5.03
2013-01-03 5.11
...
2014-12-29 4.98
2014-12-30 5.01
2014-12-31 4.94
card_window <- stats::window(
x = card_prices,
start = "2013-05-01",
end = "2013-07-01")
card_window
2013-05-01 4.98
2013-05-02 4.92
...
2013-07-30 5.04
2013-07-31 4.96
startandendare inclusive
Subsetting by logical expressions
subset <-
index(card_price) >= "2013-05-01" &
index(card_price) <= "2013-07-31"
subset
[1] FALSE FALSE FALSE
[4] FALSE FALSE FALSE
...
card_subset <- card_price[subset]
card_subset
2013-05-01 4.98
2013-05-02 4.92
2013-05-03 5.21
...
2013-07-29 4.89
2013-07-30 5.04
2013-07-31 4.96
Extracting specific dates
card_price["2014-02-28"]
2014-02-28
5.02
class(index(card_price))
[1] "Date"
class("2014-02-28")
[1] "character"
Let's practice!
Manipulating Time Series Data in R
