[R] xts objects comparison

[Joshua Ulrich]

On Thu, Nov 14, 2013 at 2:26 AM, Tstudent <tstudent at gmail.com> wrote:
> I have the following two xts object:
>
> https://dl.dropboxusercontent.com/u/102669/series1.rdata
>
> https://dl.dropboxusercontent.com/u/102669/series2.rdata
>
> With str i see that they are both xts objects
>
> I can't understand why it's impossible to compare each element.
>
> For example: series1 > series2
> Why i don't get an xts object with a sequence of true and false?
>
Because series1 has a POSIXct index and series2 has a yearmon index.
The two objects have no index values in common, so there's nothing to
compare.

Convert series1's index to yearmon, and the comparison works.

> index(series1) <- as.yearmon(index(series1))
> tail(series1 > series2)
           GSPC
2013-06-01 TRUE
2013-07-01 TRUE
2013-08-01 TRUE
2013-09-01 TRUE
2013-10-01 TRUE
2013-11-01 TRUE

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com