[R] Date Math

Jeff Newmiller jdnewmil at dcn.davis.ca.us
Sun Oct 14 19:29:29 CEST 2012

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
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