filter date index in xts format

Question

I download some rates from FRED, how I can filter the index date in order to keep only the dates after '2010' ?

Answer 1

xts accepts / notation as shown below:

library(quantmod)
getSymbols("DGS3MO", src = "FRED") # generate test data

DGS3MO["2010/"]
##            DGS3MO
## 2010-01-01     NA
## 2010-01-04   0.08
## 2010-01-05   0.07
## 2010-01-06   0.06
## 2010-01-07   0.05
## 2010-01-08   0.05
## ...snip...

Alternately, xts has a window method:

window(DGS3MO, start = "2010-01-01")
##            DGS3MO
## 2010-01-01     NA
## 2010-01-04   0.08
## 2010-01-05   0.07
## 2010-01-06   0.06
## 2010-01-07   0.05
## 2010-01-08   0.05
## ...snip...

Answer 2

It it is an xts object, then we extract the year from index to create a logical vector for subsetting

library(xts)
xt1[lubridate::year(index(xt1)) >= 2010]

---

Or use subset with %>%

library(dplyr)
xt1 %>%
       subset(year(index(.))>= 2010)

data

set.seed(24)
xt1 <- xts(rnorm(50), order.by = seq(as.Date('2009-01-01'), 
    length.out = 50, by = '1 month'))