stats-window: Methods for 'window' in package 'timeSeries'

In timeSeries: Financial Time Series Objects (Rmetrics)

Methods for 'window' in package 'timeSeries'

Description

Extract a part from a "timeSeries" object.

Usage

## S3 method for class '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))
  
## extract data for January 2006
window(x, "2006-01-01", "2006-01-31")

timeSeries documentation built on Sept. 30, 2024, 9:15 a.m.