Jeff, My understanding is that the lag command will lag an entire time series. That isn't what I'm looking for.
I just want, for example, today, and 5 entries back. for exmple: iter <- '2011-05-18' observations[iter] # works fine, returns the row at that date. index(observations[iter[) # just returns the iter back index(observations[iter]) - 5 # returns "2011-05-17 23:59:57 PDT", so it subtracted 3 seconds. really, I want to find: iter- 5 days. -- Noah Silverman Smart Media Corp. On Oct 14, 2012, at 10:29 AM, Jeff Newmiller <jdnew...@dcn.davis.ca.us> wrote: > There are a few ways. The xts package has a "lag" function. So does "zoo". > Pay careful attention to the conventions used for specifying relative time in > these various packages. You can also infill your missing data to create a > regularly-spaced time series. There is no shortage of web information about > this topic... you can start at the Time Series task view on CRAN or just use > a search engine. > > On Sun, 14 Oct 2012, Noah Silverman wrote: > >> Hello, >> >> >> I have a time series object (xts) that I iterate over in a loop. Works fine. >> >> My challenge is that I want to be able to reference other entries in the >> series by math. i.e. For today's observation, what were the last 5 >> observations? If indexed numerically, it is trivial, but I can figure out >> how to do this with dates. >> >> This is slightly more difficult as there may not be an observation for every >> day. So I might want the last 5 that exist in the table, not the last 5 >> calendar days. >> >> ideally, it would be something like this. >> >> observations[ index(today)-5:today, ] >> >> However that obviously fails. >> >> Ideas? >> >> >> >> -- >> Noah Silverman, M.S. >> UCLA Department of Statistics >> 8117 Math Sciences Building >> Los Angeles, CA 90095 >> >> ______________________________________________ >> 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. >> > > --------------------------------------------------------------------------- > Jeff Newmiller The ..... ..... Go Live... > DCN:<jdnew...@dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go... > Live: OO#.. Dead: OO#.. Playing > Research Engineer (Solar/Batteries O.O#. #.O#. with > /Software/Embedded Controllers) .OO#. .OO#. rocks...1k > --------------------------------------------------------------------------- -- Noah Silverman, M.S. UCLA Department of Statistics 8117 Math Sciences Building Los Angeles, CA 90095 [[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.
