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Dropping time series observations

3 messages · Mikael Olai Milhøj, William Dunlap, Gabor Grothendieck

#
Hi

Is there an easy way to drop, for instance, the first 4 observation of a
time series object in R? I have tried to google the answer without any
luck.

To be more clear:
Let us say that I have a time seres object x which data from 2000Q1 to
2014Q4 but I only want the data from 2001Q1 to 2014Q4.How do I remove the
first four elements?

By using x[5:?] R no longer recognize it as a ts.object.

Thank you

Best regards
#
For class 'ts' the 'window' function in the base package will do it.
Qtr1 Qtr2 Qtr3 Qtr4
2001                 101
2002  102  103  104  105
2003  106  107  108  109
2004  110  111  112  113
2005  114  115  116  117
Qtr1 Qtr2 Qtr3 Qtr4
2002            104  105
2003  106  107  108  109
2004  110  111  112  113
2005  114  115  116  117
Qtr1 Qtr2 Qtr3 Qtr4
2001                 101
2002  102  103  104



Bill Dunlap
TIBCO Software
wdunlap tibco.com

On Sat, Jan 31, 2015 at 11:16 AM, Mikael Olai Milh?j <mikaelmilhoj at gmail.com

  
  
#
On Sat, Jan 31, 2015 at 2:16 PM, Mikael Olai Milh?j
<mikaelmilhoj at gmail.com> wrote:
1.  We could convert it to a zoo series, drop the first 4 and convert back:

For example, using the built in presidents ts series:

library(zoo)
as.ts(tail(as.zoo(presidents), -4))

1a. This would work too:

library(zoo)
as.ts(as.zoo(presidents)[-(1:4)])


2. Using only base R one can use window like this since 4 observations
is one cycle (given that the frequency of the presidents dataset is 4.

window(presidents, start = start(presidents) + 1)

or in terms of 4:

window(presidents, start = start(presidents) + 4 * deltat(presidents))

Here deltat is the time between observations so we want to start 4
deltat's later.