[R] data analysis problem

[stef salvez]

Dear R users,

I have data on 4  types of interest rates. These rates evolve over
time and across regions of countries . So for each type  of interest
rates I want to run a regression of rates  on some other variables.
So my regression for one type of  interest rate will be I_{ij}_t= a
+regressors +error term.
where I_{ij}_t is the absolute difference in rates between two
locations i and j at time t. Note that i and j can be locations in
the same country or locations at different countries.
What I need  is construct a vector with all the pairs of locations for
a specific t. Put differently, I want to see how the interest rate
differential evolves over time for each pair of region. But the
monthly time series data I have available are heterogeneous across
countries

Take a look at the following table

  Country A                country B                  country C
country D     country E   country F

   '2-11-2002 '                07-12-2002'       '23-11-2002'
'26-10-2002'    '27-12-2002'
.
.
.
09-10-2004'               '06-11-2004'              02-10-2004'  09-10-2004'


>From the above table, In  country A the time starts at  "2/11/02 , in
country B the time starts at "07/12/02 and so forth.
Furthermore,  in  country A the time ends at  "9/10/04 , in country B
the time ends  at "06/11/02 and so forth.
As a result of this anomaly in the beginning of time, the time duration for
each country differs

So I cannot construct these pairs because for a particular time, t,
the rate exists in one location, but the rate in another location
starts after t or ends before t.

So the main thing I need to define is what I want done when data has
not yet started or is already finished in another country. I do not
know actually what the best solution is. This is my main question.
I found something about extrapolation (if this is to be the solution)
but I learn that extrapolation usually has quite a wide margin of
error!! Apart from that, I have no idea how to implement it in R.

Do you think that it would be better to try and create a more
symmetric sample so as the start and end dates across countries to be
very similar?
It is a data analysis problem. I need some help....