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Asked: 2026-05-19T00:47:36+00:00

I have a R xts timeseries. How can I create a new timeseries from

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I have a R xts timeseries. How can I create a new timeseries from it, which contains all the data from the original, except the data points occurring on Monday between 12:00 and 18:00?

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  1. Editorial Team

    Here’s one way to do it.

    x <- .xts(rnorm(100), as.POSIXct("2011-01-06 10:00:00")-100:1*3600)
x[with(as.POSIXlt(index(x)), !(wday==1 & hour > 12 & hour < 18)),]

    And if you only need the times between 12:00-18:00 you can use xts-subsetting like this:

    x["T12:00/T18:00"]
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