[R] Merging daily and weekly data
Oystein.Myrland at nfh.uit.no
Mon Apr 14 12:09:12 CEST 2008
Dear R-help group,
I have a dataset with daily closing prices from a stock exchange (consecutive 5 trading days) from a firm trading a specific commodity. The date variable looks like:
With the format; yyyymmdd.
Moreover, I have another data set with a (average) weekly price of the underlying commodity. The date variables in this dataset are only year and a week number.
I would like to calculate a common date number or ID based on week number that enables me to merge these two datasets, so that it looks like this:
quote_date year week week.price
20080407 2008 15 27.45
20080408 2008 15 27.45
20080409 2008 15 27.45
20080410 2008 15 27.45
20080411 2008 15 27.45
The weekly price is constant for the 5 trading days in the daily file. Any good suggestions on how to do this?
All the best,
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