tfwindow {tframe}R Documentation

Truncate a Time Series

Description

Truncate a time series object to a time window.

Usage

    tfwindow(x, ...)
    tfwindow(x, start.=NULL, end.=NULL, tf=NULL, warn=T)
    tfwindow(x, start.=NULL, end.=NULL, warn=T, eps=.Options$ts.eps)
    

Arguments

x A time series object.
start. A start date of a format compatible with the time series
end. An end date of a format compatible with the time series
tf A tframe or tframed object
warn A logical indicating if warning should be produced

Details

If start. or end. are omitted and tf is specified then the start or end is taken from the tf object. This function calls window but makes more effort to preserve series.names if the x has them. It also supports the optional argument warn to suppress warning messages. Frequently it is convenient to write code which always truncates to a window without first checking if the data is already within the window. Since window produces a warning in this situation, the optional argument is frequently useful when tfwindow is used by other code.

Value

A time series object similar to x, but typically spanning a shorter time period.

Examples

tfwindow(ts(matrix(rnorm(24),24,1), start=c(1980,1), frequency=4), 
    start=c(1982,2))