| % File src/library/stats/man/window.Rd |
| % Part of the R package, https://www.R-project.org |
| % Copyright 1995-2022 R Core Team |
| % Distributed under GPL 2 or later |
| |
| \name{window} |
| \title{Time (Series) Windows} |
| \alias{window} |
| \alias{window.default} |
| \alias{window.ts} |
| \alias{window<-} |
| \alias{window<-.ts} |
| |
| \usage{ |
| window(x, \dots) |
| \method{window}{ts}(x, \dots) |
| \method{window}{default}(x, start = NULL, end = NULL, |
| frequency = NULL, deltat = NULL, extend = FALSE, ts.eps = getOption("ts.eps"), \dots) |
| |
| window(x, \dots) <- value |
| \method{window}{ts}(x, start, end, frequency, deltat, \dots) <- value |
| } |
| \arguments{ |
| \item{x}{a time-series (or other object if not replacing values).} |
| \item{start}{the start time of the period of interest.} |
| \item{end}{the end time of the period of interest.} |
| \item{frequency, deltat}{the new frequency can be specified by either |
| (or both if they are consistent).} |
| \item{extend}{logical. If true, the \code{start} and \code{end} values |
| are allowed to extend the series. If false, attempts to extend the |
| series give a warning and are ignored.} |
| \item{ts.eps}{time series comparison tolerance. Frequencies are |
| considered equal if their absolute difference is less than |
| \code{ts.eps} and boundaries (length-1 versions of \code{start} and |
| \code{end}) are checked with fuzz \code{ts.eps/frequency(x)}.} |
| \item{\dots}{further arguments passed to or from other methods.} |
| \item{value}{replacement values.} |
| } |
| \description{ |
| \code{window} is a generic function which |
| extracts the subset of the object \code{x} |
| observed between the times \code{start} and \code{end}. If a |
| frequency is specified, the series is then re-sampled at the new |
| frequency. |
| } |
| \details{ |
| The start and end times can be specified as for \code{\link{ts}}. If |
| there is no observation at the new \code{start} or \code{end}, |
| the immediately following (\code{start}) or preceding (\code{end}) |
| observation time is used. |
| |
| The replacement function has a method for \code{ts} objects, and |
| is allowed to extend the series (with a warning). There is no default |
| method. |
| } |
| \value{ |
| The value depends on the method. \code{window.default} will return a |
| vector or matrix with an appropriate \code{\link{tsp}} attribute. |
| |
| \code{window.ts} differs from \code{window.default} only in |
| ensuring the result is a \code{ts} object. |
| |
| If \code{extend = TRUE} the series will be padded with \code{NA}s if |
| needed. |
| } |
| \references{ |
| Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) |
| \emph{The New S Language}. |
| Wadsworth & Brooks/Cole. |
| } |
| \seealso{\code{\link{time}}, \code{\link{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 |
| } |
| \keyword{ts} |