R xts

1. 随机生成十个时间序列

library(xts)

x<-xts(rnorm(10), Sys.Date() + 1:10)

 [,1]2014-04-18  0.0771283332014-04-19 -0.9250095942014-04-20  0.9362886292014-04-21 -0.5214488552014-04-22  1.3366991762014-04-23  0.7923591932014-04-24  1.1270022092014-04-25  0.7455654252014-04-26  0.0016998912014-04-27  1.207927456

2.按时间选择部分数据

x[index(x) >= as.Date("2014-03-28") & index(x) <= as.Date("2014-04-20")[,1]

   [,1]2014-04-18  0.077128332014-04-19 -0.925009592014-04-20  0.93628863

等价于

x["20140328/20140420"]

3.按年月日选择

x["2014"]

x["201404"]

x["20140421/20140420"]