[R] Chainging monthly data to daily data

Megh megh700004 at yahoo.com
Fri Jan 1 22:57:00 CET 2010


In the mean time, I have done some research and found following link here :
https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html

Although this is close to my problem, I am not interested in any sort of
interpolation, rather fill the NA positions with corresponding month's
price. Any idea please?



Megh wrote:
> 
> Hi, I have a zoo object with monthly frequency :
> 
> library(zoo)
> dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"), frequency=12)
> 
> Now I want to make a zoo object with daily frequency from "dat" wherein
> value for a each day for a particular month will be value of "dat" at that
> particular month.
> 
> Is there any easy way to do that?
> 
> Thanks,
> 

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