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Let's say we have the following multivariate time series

A=zoo(data.frame(x=100:101,y=200:201,z=300:301),1:2)

Everything is fine with colnames(A) here. The function gives

[1] "x" "y" "z"

Now select a specific date of the time series

B=A[1,]

colnames(B) gives the same result as above. So, everything is still fine.

Let's further reduce the time series by

C=B[,abs(B)>=300]

In this case, colnames(C) returns NULL. That is, the column name information z is lost.

Any pointers to how to fix this? Thank you!

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