Hope someone can help me here. I have a daily time series, say
2003-02-01 2003-02-03 2003-02-07 2003-02-09 2003-02-14 .......... 2004-02-01 2004-02-04 0.4914798 -1.1857653 -1.6982844 -0.3559572 -0.2333087 ........... 0.44553 -0.45222 I need to calculate the statistics for the overlapping rolling yearly window with rolling step as 1 day so for each of the intervals: (2003-02-01 ~ 2004-02-01), (2003-02-03 ~ 2004-02-04), .... i need to calculate some statistics. Could you please help me out how to extract these intervals? Right now I am using index. But since the dates doesn't match exactly, I have to do it like: a(index(a)>=index(b) & index(a)<=index(b)+365), which is very time-consuming since it's a long time series. Could someone help me? Really appreicate!!! -- View this message in context: http://r.789695.n4.nabble.com/how-to-calculate-the-statistics-of-a-yearly-window-with-a-rolling-step-as-1-day-tp3891404p3891404.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
