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Sent from my phone. Please excuse my brevity.
Noah Silverman <noahsilver...@ucla.edu> wrote:
>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
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