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  0.077128333
2014-04-19 -0.925009594
2014-04-20  0.936288629
2014-04-21 -0.521448855
2014-04-22  1.336699176
2014-04-23  0.792359193
2014-04-24  1.127002209
2014-04-25  0.745565425
2014-04-26  0.001699891
2014-04-27  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  0.07712833
2014-04-19 -0.92500959
2014-04-20  0.93628863

等价于

x["20140328/20140420"]

3.按年月日选择

x["2014"]

x["201404"]

x["20140421/20140420"]