[R] combining time series [was: (no subject)]

[Gabor Grothendieck]

Try merge.zoo in the zoo package (see ?zoo, ?merge.zoo and the 3 zoo vignettes):

> library(zoo)
> z1 <- zoo(1:7, 1:7)
> z2 <- zoo(12:16, 2:6)
>
> merge(z1, z2)
  z1 z2
1  1 NA
2  2 12
3  3 13
4  4 14
5  5 15
6  6 16
7  7 NA

Please include a subject when posting for sake of the archives.


On Thu, Jul 3, 2008 at 3:38 AM, Silika Prohl <prohl at isb.uzh.ch> wrote:
> Hi,
>
> I have to combine several datasets of unregular frequency:,
>
> as for example, one column contains the security prices for 7 days in a
> week
>
> while second. column contains the security prices only for 5 days in a
> week .
>
> I need
>
> (1) to find out the missing dates in second column and
>
> (2) then to linearly interpolate the missing data in the second column
>
> in order to get balanced data for both columns.
>
> Thanks in advance.
>
>
>
>
>
>
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