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Remove first two weeks of data in half hourly resolution

Brian G. Peterson 
Peter,

You haven't published a reproducible example, and I'm not going to take
the time to write a complete example from scratch.

We use xts subsetting for this type of thing, so I suggest using xts for
your time series (this is always good advice for time series in R).

Here's a partial example to get you started.

#######################

#load some data from the PerformanceAnalytics package
data(edhec)

#check the range
range(index(edhec))

#add 14 days from the start
first(index(edhec))+14

#now assume that you have an object 'z' with  intraday data
range(z)

#check the range of Dates by forcing the index to Date type
range(as.Date(index(z)))

#add 114 days, as before
first(as.Date(index(z)))+14

# now subset by cutting off the first 14 calendar days 
# from the start of the series
zs <- z[paste0(first(as.Date(index(z)))+14,'/')]

#check the range
range(as.Date(index(zs)))

##################

Regards,

Brian

Thread (3 messages)

Peter Neumaier Remove first two weeks of data in half hourly resolution Mar 31 Brian G. Peterson Remove first two weeks of data in half hourly resolution Mar 31 G See Remove first two weeks of data in half hourly resolution Mar 31