[R] Gaps in time series.

rkevinburton at charter.net rkevinburton at charter.net
Sat Aug 2 23:16:23 CEST 2008


I like the fact that in subtracting two time series objects that there is some effort to align the series. So if I have a time series of that begins at 1 and one that begins at 2 a subtraction operation makes sure that the proper values are subtracted. But I am unclear as to the best way to build a time series with "holes". say that I have data for "day" 1,2,6,7 in one time series and 1,2,3,4,5,6,7 in another. How do I construct the time series and indicate the missing data for 3,4,5 as in the first series? Eventually I would like to find the difference between the two series. If the difference is series 2 minues series one, then for the indexes of 3,4,5 in the resultant difference  it would just be the series 2 value. The resultant series would have a length of 7.

Thank you.

Kevin



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