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.
