[R] Merge xts
Lily_stats
sundusc at gmail.com
Tue Aug 17 11:10:01 CEST 2010
Hi all ,
I have 12 xts objects of differing timeseries stamp. For example :
> str(s1_predict.xts)
An ‘xts’ object from 1990-03-25 20:00:00 to 1990-12-15 09:00:00 containing:
Data: num [1:725, 1] 11.23 10.18 9.3 9.74 10.18 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : NULL
Indexed by objects of class: [POSIXt,POSIXct] TZ:
Original class: 'double'
xts Attributes:
NULL
> str(s2_predict.xts)
An ‘xts’ object from 1990-03-26 22:00:00 to 1990-12-17 containing:
Data: num [1:437, 1] 7.79 7.45 7.12 6.27 5.93 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : NULL
Indexed by objects of class: [POSIXt,POSIXct] TZ:
Original class: 'double'
xts Attributes:
NULL
I would like to merge all the data onto one xts object. i.e./ put all the
time series in order and its corresponding data. I have tried several ways,
but it seems because my timestamps all differ, I am not able to use the
merge function.
If I use the merge function it puts the time series together but the data
are all in differing columns, for example ,
>merge_1<-merge(s1_predict.xts,s2_predict.xts,s3_predict.xts)
1990-03-27 02:00:00 6.142707 NA NA
1990-03-27 03:00:00 6.142707 NA NA
1990-03-27 04:00:00 NA 6.2688687 NA
1990-03-27 05:00:00 NA 5.9300110 NA
1990-03-27 06:00:00 NA NA 6.1398562
1990-03-27 07:00:00 NA NA 5.3504461
Ideally, I would like this :
1990-03-27 02:00:00 6.142707
1990-03-27 03:00:00 6.142707
1990-03-27 04:00:00 6.2688687
1990-03-27 05:00:00 5.9300110
1990-03-27 06:00:00 6.1398562
1990-03-27 07:00:00 5.3504461
Is there a smart way around this?
Thank you in advance.
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