[R] Help with Dates

[Achim Zeileis]

Alex:

> I am taking an excel dataset and reading it into R using read.table.

This sets up a "data.frame" object. The data you have are probably more
conveniently represented as a time series, storing the date in an
appropriate format, e.g., in class "Date".

> (actually I am dumping the data into a .txt file first and then reading data
> in to R).

Then you can do both steps (calling read.table() and transformation to a
time series) in one go using the function read.zoo() from package "zoo".

If your text file looks like

     Date  Price Open.Int. Comm.Long Comm.Short net.comm
15-Jan-86 673.25    175645     65910	  28425    37485
31-Jan-86 677.00    167350     54060	  27120    26940
14-Feb-86 680.25    157985     37955	  25425    12530
28-Feb-86 691.75    162775     49760	  16030    33730
14-Mar-86 706.50    163495     54120	  27995    26125
31-Mar-86 709.75    164120     54715	  30390    24325

then you can read it in via
  z <- read.zoo("mydata.txt", format = "%d-%b-%y", header = TRUE)

Then you can do all sorts of standard things for time series, such as
  plot(z)
or...

> The dataset runs from 1986 to 2007.
>
> I want to be able to take subsets of my data based on date e.g. data between
> 2000 - 2005.

...subsetting

  z2 <- window(z, start = as.Date("2000-01-01"), end = as.Date("2005-12-31"))

etc. Look at the "zoo" package vignettes for more information
  vignette("zoo-quickref", package = "zoo")
  vignette("zoo", package = "zoo")

hth,
Z

> As it stands, I can't work with the dates as they are not in correct format.
>
> I tried successfully converting the dates to just the year using:
>
> transform(data, Yr = format(as.Date(as.character(Date),format = '%d-%b-%y'),
> "%y")))
>
> This gives the following format:
>
>        Date  Price Open.Int. Comm.Long Comm.Short net.comm Yr
> 1 15-Jan-86 673.25    175645     65910      28425    37485 86
> 2 31-Jan-86 677.00    167350     54060      27120    26940 86
> 3 14-Feb-86 680.25    157985     37955      25425    12530 86
> 4 28-Feb-86 691.75    162775     49760      16030    33730 86
> 5 14-Mar-86 706.50    163495     54120      27995    26125 86
> 6 31-Mar-86 709.75    164120     54715      30390    24325 86
>
> I can subset for a single year e.g:
>
> head(subset(df, Yr =="00")
>
> But how can I subset for multiple periods e.g 00- 05? The following won't
> work:
>
> head(subset(df, Yr =="00" & Yr=="01")
>
> or
>
> head(subset(df, Yr = c("00","01","02","03")
>
> I can't help but feeling that I am missing something and there is a simpler
> route.
>
> I leafed through R newletter 4.1 which deals with dates and times but it
> seemed that strptime and POSIXct / POSIXlt are not what I need either.
>
> Can anybody help me?
>
> Regards
>
>
> Alex
>
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