[R] combining time series [was: (no subject)]
ggrothendieck at gmail.com
Thu Jul 3 15:28:18 CEST 2008
Try merge.zoo in the zoo package (see ?zoo, ?merge.zoo and the 3 zoo vignettes):
> z1 <- zoo(1:7, 1:7)
> z2 <- zoo(12:16, 2:6)
> merge(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:
> I have to combine several datasets of unregular frequency:,
> as for example, one column contains the security prices for 7 days in a
> 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.
> [[alternative HTML version deleted]]
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