Subsetting time series

Rob Hyndman wrote:

When part of a time series is extracted, the time series component is 
lost. e.g.,
x <- ts(1:10)
x[1:4]

It would be nice if there was a subsetting function [.ts to avoid this 
problem. However, it is beyond my R-coding ability to produce such a 
thing.  Is someone willing to do it?

There is a [.ts, in src/library/stats/R/ts.R, and it is documented 
(?"[.ts").

Have you had a look at "window"?  The problem with "["
its that it can produce non-contiguous sets of values.

Yes.  If you look in the sources for [.ts you will see, commented, the
code that was once there to handle cases where the index was evenly
spaced.  But it was removed long ago in favour of window().  I tried to
consult the logs, but it seems that in the shift from CVS to SVN recently
I can't get at them.  I think the rationale was that x[ind] should always
produce an object of the same class.

Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595