[R] Date Math
noahsilverman at ucla.edu
Sun Oct 14 19:14:15 CEST 2012
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.
Noah Silverman, M.S.
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095
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