Change sample period in r time series regression

Question

Apologies, I am sure there is a quick answer, but google can't find it...

How do I change the sample period of a timeseries (GARCH specifically) regression. I have data from April 2019 to April 2020. How do I make it from January 2020 to April 2020?

Thank you in advance.

Does this answer your question? [How to subset by date in R](https://stackoverflow.com/questions/51447665/how-to-subset-by-date-in-r) — maydin, Jul 29 '20 at 14:30
Yes, that's the way I have been doing it but was hoping there could be a more direct way, e.g. an option: smpl = (2000/09/01; 2010/01/01) — Roy, Jul 29 '20 at 14:41
You must be sure that your date column is really in a date format firstly. Then you can filter them easily. Look [this one](https://stackoverflow.com/questions/19420155/subset-rows-according-to-a-range-of-time) or [this one](https://stackoverflow.com/questions/52285626/selecting-timestamps-within-range-in-r) please. — maydin, Jul 29 '20 at 14:48

score 0 · Answer 1 · answered Jul 29 '20 at 14:55

0

Found it https://rdrr.io/cran/xts/man/subset.xts.html

It turns out it is quite straightforward.

answered Jul 29 '20 at 14:55

Roy

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Change sample period in r time series regression

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