I have a time series and I want to subset it while keeping it as a time series, preserving the start, end, and frequency.

For example, let's say I have a time series:

> qs <- ts(101:110, start=c(2009, 2), frequency=4)
> qs
     Qtr1 Qtr2 Qtr3 Qtr4
2009       101  102  103
2010  104  105  106  107
2011  108  109  110     

Now I will subset it:

> qs[time(qs) >= 2010 & time(qs) < 2011]
[1] 104 105 106 107

Notice that I got the correct results, but I lost the "wrappings" from the time series (namely start, end, frequency.)

I'm looking for a function for this. Isn't subsetting a time series is a common scenario? Since I haven't found one yet, here is a function I wrote:

subset.ts <- function(data, start, end) {
  ks <- which(time(data) >= start & time(data) < end)
  vec <- data[ks]
  ts(vec, start=start(data) + c(0, ks[1] - 1), frequency=frequency(data))

I'd like to hear about improvements or cleaner ways to do this. In particular, I don't like the way I'm hard-coding start and end. I'd rather let the user specify an arbitrary boolean condition.


Use the window function:

> window(qs, 2010, c(2010, 4))
     Qtr1 Qtr2 Qtr3 Qtr4
2010  104  105  106  107
  • 2
    $\begingroup$ Also note that window(qs,2010, c(2010, 4)) <- 3 will change the qs accordingly. $\endgroup$ – mpiktas Jan 14 '11 at 6:34

Also useful, if you are combining multiple time series and don't want to have to have to window every one to get them to match, ts.union and ts.intersect.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.