This was never intended to work, but can easily be programmed in.
I have done so for R-devel.
On Wed, 1 Feb 2006 KjetilBrinchmannHalvorsen at gmail.com wrote:
> window() does not work correctly when called with extend=TRUE and
> the new time range intersect null with the old time range! Maybe this is
> really a feature request, but the documentation does not say what to
> expect in this case.
>
> This case does occur in programming!
It is hard to see that it would not be known about in advance.
> This is R2.2.1 on windows, latest compiled from CRAN.
>
> Look at the excerps below:
>
> > test <- ts(1:144, start=c(1,1), frequency=12)
> > tsp(test)
> [1] 1.00000 12.91667 12.00000
> > test2 <- window(test, start=c(5,1), end=c(16,4), extend=TRUE)
> > test2
> Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
> 5 49 50 51 52 53 54 55 56 57 58 59 60
> 6 61 62 63 64 65 66 67 68 69 70 71 72
> 7 73 74 75 76 77 78 79 80 81 82 83 84
> 8 85 86 87 88 89 90 91 92 93 94 95 96
> 9 97 98 99 100 101 102 103 104 105 106 107 108
> 10 109 110 111 112 113 114 115 116 117 118 119 120
> 11 121 122 123 124 125 126 127 128 129 130 131 132
> 12 133 134 135 136 137 138 139 140 141 142 143 144
> 13 NA NA NA NA NA NA NA NA NA NA NA NA
> 14 NA NA NA NA NA NA NA NA NA NA NA NA
> 15 NA NA NA NA NA NA NA NA NA NA NA NA
> 16 NA NA NA NA
> > tsp(test2)
> [1] 5.00 16.25 12.00
> > test3 <- window(test, start=c(15,1), end=c(17,1), extend=TRUE)
> Error in window.default(x, ...) : invalid time series parameters specified
>
> Enter a frame number, or 0 to exit
>
> 1: window(test, start = c(15, 1), end = c(17, 1), extend = TRUE)
> 2: window.ts(test, start = c(15, 1), end = c(17, 1), extend = TRUE)
> 3: as.ts(window.default(x, ...))
> 4: window.default(x, ...)
>
> Selection: 4
> Called from: eval(expr, envir, enclos)
> Browse[1]> x
> Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
> 1 1 2 3 4 5 6 7 8 9 10 11 12
> 2 13 14 15 16 17 18 19 20 21 22 23 24
> 3 25 26 27 28 29 30 31 32 33 34 35 36
> 4 37 38 39 40 41 42 43 44 45 46 47 48
> 5 49 50 51 52 53 54 55 56 57 58 59 60
> 6 61 62 63 64 65 66 67 68 69 70 71 72
> 7 73 74 75 76 77 78 79 80 81 82 83 84
> 8 85 86 87 88 89 90 91 92 93 94 95 96
> 9 97 98 99 100 101 102 103 104 105 106 107 108
> 10 109 110 111 112 113 114 115 116 117 118 119 120
> 11 121 122 123 124 125 126 127 128 129 130 131 132
> 12 133 134 135 136 137 138 139 140 141 142 143 144
> Browse[1]> tsp(x)
> [1] 1.00000 12.91667 12.00000
> Browse[1]> y
> [1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
> NA NA NA NA NA NA NA NA NA
> [32] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
> Browse[1]> tsp(y)
> NULL
> Browse[1]>
>
> As one can see from the above, the calculated answer y does not have a
> tsp attribute.
>
> Kjetil
>
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> https://stat.ethz.ch/mailman/listinfo/r-devel
>
>
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595