[R] Gaps on merging xts objects

eric ericstrom at aol.com
Sun Jun 10 22:19:21 CEST 2012


An update ...

I did a bit more search on the internet and got some ideas

i set the start month for the series to the same date.  That didn't help.
Then I tried

.index(x2)==.index(msci.m)
FALSE

i was able to fix the problem with :
index(x2) <- as.Date(index(x2))
index(msci.m) <- as.Date(index(msci.m))

Now the xts objects merged just fine. But I'm not exactly sure what the root
cause was or why this fix worked

One other part of this is the x2 data started as weekly and the msci data
started as daily. Both were converted to monthly data with to.monthly. I
suspect that has something to do with it but I don't understand.

Any words of wisdom in gaining a better understanding would be appreciated


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