[R] Time series data
Jagdish Gangolly
gangolly at csc.albany.edu
Thu Nov 25 02:58:42 CET 2010
I have a stock price dataset a snippet of which is:
> plcm60[1:15, c(1,3,4,5,6,7)]
DATE BIDLO ASKHI PRC VOL RET
1 1/2/03 9.450 9.79 9.700 1531819 0.018907
2 1/3/03 9.670 9.94 9.940 1582192 0.024742
3 1/6/03 9.830 10.05 9.960 1843298 0.002012
4 1/7/03 9.835 10.38 10.350 1412441 0.039157
5 1/8/03 10.220 10.67 10.260 961400 -0.008696
6 1/9/03 10.280 11.05 11.020 1742989 0.074074
7 1/10/03 10.900 11.29 11.100 701203 0.007260
8 1/13/03 11.150 11.44 11.350 959718 0.022523
9 1/14/03 11.130 11.40 11.230 994991 -0.010573
10 1/15/03 11.110 11.73 11.410 1678751 0.016029
11 1/16/03 10.850 11.40 11.079 887901 -0.029010
12 1/17/03 10.560 10.91 10.710 968015 -0.033306
13 1/21/03 10.430 10.76 10.680 747969 -0.002801
14 1/22/03 10.510 10.82 10.560 2702355 -0.011236
15 1/23/03 10.700 11.95 11.910 2262855 0.127841
Since the market is closed saturdays, sundays and holidays,
the dataset has gaps. I need to insert rows (with dates
but all other columns blank) so that the date
column in the dataset will have all dates on the calendar?
Is there a simple solution using only strptime, and for loops?
Jagdish
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