Subsetting a time series

Various types of subsetting of a time series. Allows subsetting by index values (unlike window). Also allows extraction of the values of a specific season or subset of seasons in each year. For example, to extract all values for the month of May from a time series.

Usage

# S3 method for class 'ts'
subset(
  x,
  subset = NULL,
  month = NULL,
  quarter = NULL,
  season = NULL,
  start = NULL,
  end = NULL,
  ...
)

# S3 method for class 'msts'
subset(x, subset = NULL, start = NULL, end = NULL, ...)

Arguments

x: a univariate time series to be subsetted
subset: optional logical expression indicating elements to keep; missing values are taken as false. subset must be the same length as x.
month: Numeric or character vector of months to retain. Partial matching on month names used.
quarter: Numeric or character vector of quarters to retain.
season: Numeric vector of seasons to retain.
start: Index of start of contiguous subset.
end: Index of end of contiguous subset.
...: Other arguments, unused.

Value

If subset is used, a numeric vector is returned with no ts attributes. If start and/or end are used, a ts object is returned consisting of x[start:end], with the appropriate time series attributes retained. Otherwise, a ts object is returned with frequency equal to the length of month, quarter or season.

Details

If character values for months are used, either upper or lower case may be used, and partial unambiguous names are acceptable. Possible character values for quarters are "Q1", "Q2", "Q3", and "Q4".

Author

Rob J Hyndman

Examples

plot(subset(gas,month="November"))

subset(woolyrnq,quarter=3)
#> Time Series:
#> Start = 1965.5 
#> End = 1994.5 
#> Frequency = 1 
#>  [1] 6633 6730 6946 6915 7190 7105 6840 7819 7045 5540 5906 5505 5318 5466 5696
#> [16] 5341 5464 5129 5524 6080 6540 6339 6590 6077 5146 5127 5222 4954 5309 6396
subset(USAccDeaths, start=49)
#>        Jan   Feb   Mar   Apr   May   Jun   Jul   Aug   Sep   Oct   Nov   Dec
#> 1977  7792  6957  7726  8106  8890  9299 10625  9302  8314  8850  8265  8796
#> 1978  7836  6892  7791  8192  9115  9434 10484  9827  9110  9070  8633  9240