Hi Gabor Thats odd. I still get the same problem with the same versions of the software in your mail ... viz "as.yearmon" converts 2009(1) to "Dec-2008" and although xts is indexed at "Jan 2009" in xx, using it to create another xts object with that index reverts to "Dec-2008".
grateful for any suggestions ## code ## library(xts) z <- zooreg(1:24,frequency=12,start=c(2009,1)) x <- xts(z,as.yearmon(index(z))) xx <- x[-1, ] index(xx) xxx <- xts(NA[1:length(xx)],index(xx)) periodicity(x) periodicity(xx) periodicty(xxx)b ## results ### > periodicity(x) Monthly periodicity from Dec 2008 to Nov 2010 > periodicity(xx) Monthly periodicity from Jan 2009 to Nov 2010 > periodicity(xxx) Monthly periodicity from Dec 2008 to Oct 2010 > > R.version.string [1] "R version 2.10.1 (2009-12-14)" > win.version() [1] "Windows XP (build 2600) Service Pack 3" > packageDescription("xts")$Version [1] "0.7-0" > Sys.time() [1] "2010-04-18 19:37:26 BST" On Sun, Apr 18, 2010 at 1:25 PM, simeon duckworth <simeonduckwo...@gmail.com > wrote: > R-listers, > > I am using xts with a yearmon index, but am getting some inconsistent > results with the date index when i drop observations (for example by using > na.omit). > > The issue is illustrated in the example below. If I start with a monthly > zooreg series starting in 2009, yearmon converts this to "Dec-2008". Not > such a worry for my example, but strange. Having converted to xts, i drop > the first observation. The index shows jan 2009. But if i create a new > variable with this index, it shifts the series back to dec 2008. > > No doubt i am doing something wrong. very grateful for any tips > > library(xts) > > z <- zooreg(1:24,frequency=12,start=c(2009,1)) # monthly data starting > 2009 > x <- xts(z,as.yearmon(index(z))) # starts Dec 2008 > xx <- x[-1, ] # drop > first obs (eg through na.omit) > index(xx) # starts > jan 2009 > xxx <- xts(NA[1:length(xx)],index(xx)) # back to dec 2008 > > periodicity(x) > periodicity(xx) > periodicty(xxx) > [[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.