How do you subset XTS?
Table of Contents
xts: Extract Subsets of xts Objects in xts: eXtensible Time Series….Arguments.
| x | xts object |
|---|---|
| drop | should dimension be dropped, if possible. See NOTE. |
| which.i | return the ‘i’ values used for subsetting. No subset will be performed. |
| … | additional arguments (unused) |
What is XTS format?
eXtensible Time Series (xts) is a powerful package that provides an extensible time series class, enabling uniform handling of many R time series classes by extending zoo.
How do you combine two XTS objects?
merge() joins an xts object to another xts object on the index, or a vector of dates to an xts object (useful to fill in gaps in an xts object). merge() takes three arguments. First is , an arbitrary number of objects to combine. Second is join = c(“inner”, “left”, “right”, “outer”) .
How do I extract dates from XTS objects?
Date ranges can be extracted from xts objects by simply specifying the period(s) you want using special character strings in your subset. A[“20090825”] ## Aug 25, 2009 A[“201203/201212”] ## Mar to Dec 2012 A[“/201601”] ## Up to and including January 2016 For this exercise you will create a simple but very common query.
How do you plot an object in XTS?
xts: Plotting xts Objects in xts: eXtensible Time Series….Arguments.
| x | xts object |
|---|---|
| ylim | the range of the y axis |
| yaxis.same | TRUE/FALSE. If TRUE, the y axis is drawn with the same ylim for multiple panels |
| yaxis.left | if TRUE, draws the y axis on the left |
| yaxis.right | if TRUE, draws the y axis on the right |
What is a TS object in R?
The ts() function will convert a numeric vector into an R time series object. The format is ts(vector, start=, end=, frequency=) where start and end are the times of the first and last observation and frequency is the number of observations per unit time (1=annual, 4=quartly, 12=monthly, etc.).
How do I combine time series data in R?
To merge two time series in R, we use the ts() function but as parameter data, we pass a vector that contains all the time series to be merged.
How do I combine two series in R?
How do I convert data to time series in R?
Creating a time series The ts() function will convert a numeric vector into an R time series object. The format is ts(vector, start=, end=, frequency=) where start and end are the times of the first and last observation and frequency is the number of observations per unit time (1=annual, 4=quartly, 12=monthly, etc.).
What is a zoo object in R?
zoo is the creator for an S3 class of indexed totally ordered observations which includes irregular time series.