[R] Time series merge?

Gabor Grothendieck ggrothendieck at gmail.com
Sat Nov 26 17:10:36 CET 2011


On Sat, Nov 26, 2011 at 10:55 AM, Kevin Burton <rkevinburton at charter.net> wrote:
> I have two time series
>
>
>
> a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10)
>
> b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10)
>
>
>
> Obviously 'b' is a subset of 'a'. I want a single index value indicating
> where that start of 'b' lines up with the start of 'a'. So in this simple
> example I would expect an index of 5. I was playing with 'merge'. But, for a
> 'ts' object this does not produce anything that is useful:
>
>
>
>> merge(a,b)
>

Try this:

library(zoo)
m <- merge(a = as.zoo(a), b = as.zoo(b))
m

or to get a ts object back:

as.ts(m)

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