[R] Need help to complete missing value (Date and Time) in Sp500 Data

[Uwe Ligges]

Hamid wrote:
> Hi Uwe,
> yes you are right, but  I just wanted to show the date format I use. The
> whole data is very huge (about 20000 rows).
> 
> Nevertheless I like first to find the missing dates/Times. Then put 0. I
> know they are some different approach to impute missing data, but for me is
> important to find a way to identify the missing gaps and then put the values
> (I think then it is not complicated to put other values instead of zero).
> Do you have any idea to find it out and put the values in ?



Well, the problem is that I cannot imagine how your "gaps" look like, 
hence I asked for the example. Please provide an example (just a few 
rows) of the data how it looks like and then how you want it to be 
afterwards.

That would be very helpful to allow readers of the list to respond.

Uwe Ligges



> Thanks in advance
> Hamid
> 
> Uwe Ligges-3 wrote:
>>
>>
>> Hamid wrote:
>>> Dear all,
>>> here my problem my be somone can help to solve this.
>>>
>>> I have tow timeseries from different stock market with different length
>>> (diff ca. 4000 )
>>> Now I would to add the missing times of the one of this series with
>>> proper
>>> time (they are minute data) and set the value to 0 since I need to have
>>> the
>>> same length for my calculation. 
>>>
>>> I tried to use the seq in R and merge but without success because of
>>> format
>>> of the date.
>>> My data of one vector i like to complete and extend to the length of the
>>> other vectors looks like:
>> Well, this seems to be very complete, hence no idea what you want to 
>> add, please specify a reproducible example.
>>
>> Uwe Ligges
>>
>>
>>
>>> Date;open;hight;low;close;Volume
>>> 02.04.2008 09:00;6.749,24;6.755,55;6.746,89;6.754,11;0
>>> 02.04.2008 09:01;6.754,70;6.754,70;6.748,13;6.749,55;0
>>> 02.04.2008 09:02;6.749,36;6.757,00;6.745,50;6.749,38;0
>>> 02.04.2008 09:03;6.748,08;6.753,84;6.748,08;6.753,84;0
>>> 02.04.2008 09:04;6.753,79;6.755,59;6.752,18;6.752,41;0
>>> 02.04.2008 09:05;6.753,23;6.753,23;6.748,17;6.748,47;0
>>> 02.04.2008 09:06;6.749,43;6.750,62;6.748,22;6.748,26;0
>>> 02.04.2008 09:07;6.748,26;6.748,89;6.745,54;6.745,54;0
>>> 02.04.2008 09:08;6.745,49;6.746,58;6.744,82;6.745,58;0
>>> 02.04.2008 09:09;6.745,62;6.745,98;6.741,47;6.741,55;0
>>> 02.04.2008 09:10;6.741,58;6.741,73;6.737,21;6.739,85;0
>>> 02.04.2008 09:11;6.739,10;6.742,81;6.738,24;6.742,53;0
>>> 02.04.2008 09:12;6.742,32;6.742,80;6.740,42;6.741,81;0
>>> 02.04.2008 09:13;6.741,84;6.744,78;6.741,84;6.744,60;0
>>> 02.04.2008 09:14;6.744,60;6.744,60;6.740,54;6.740,54;0
>>> 02.04.2008 09:15;6.740,45;6.740,67;6.736,32;6.737,68;0
>>> 02.04.2008 09:16;6.737,72;6.740,68;6.737,45;6.740,11;0
>>> 02.04.2008 09:17;6.740,04;6.746,34;6.740,04;6.746,34;0
>>> 02.04.2008 09:18;6.746,21;6.750,64;6.746,21;6.749,99;0
>>> 02.04.2008 09:19;6.750,61;6.752,95;6.749,07;6.750,69;0
>>> 02.04.2008 09:20;6.750,82;6.751,01;6.748,20;6.750,74;0
>>> 02.04.2008 09:21;6.750,57;6.752,98;6.748,62;6.752,98;0
>>> 02.04.2008 09:22;6.752,74;6.756,24;6.752,74;6.753,84;0
>>> 02.04.2008 09:23;6.753,90;6.755,51;6.752,70;6.753,05;0
>>>
>>> Thanks in advance for any help!
>>> H.
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