[R] zoo object

Vishal Belsare shoot.spam at gmail.com
Mon Jan 14 15:02:18 CET 2008

I have an ordered series of 3 month t-bill rates (annual). I transform
this to a daily series, however, the observations are constructed only
from the dates on which the t-bills were issued, which is every week.

So now I have ordered observations of the daily 'risk-free rate' for
one day every week. I want to expand this zoo object to give a value
for every day, and to do so, copy the previous value to the next date
(which is as yet not in the zoo object).

For example:

 1993-01-01  1993-01-09  1993-01-16  1993-01-23  1993-01-30  1993-02-06
0.007306621 0.007659046 0.007681013 0.007817548 0.007847579 0.007867313

I want to insert values between each of the dates, and copy the
previous value for those days. Any suggestions would be greatly
appreciated. Thanks in anticipation.


Vishal Belsare

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