Hello,

My direct desire is a good (fast) way to fill values forward until there is
another value then fill that value foward in the data xx (at the bottom of
this email).  For example, from row 1 to row 45 should be NA (no change),
but from row 46 row 136 the value should be 12649, and from row 137 to the
next value should be 13039.00.  The last line of code is all you need for
this part.

If you are so inclined, my goal is this: I want to create a weekly time
series out of some data based on the report date. The report date is 'rd'
below, and is the correct date for the time series. My idea (in part seen
below) is to align rd and ua via the incorrect date (the time series date),
then merge that using the report date (rd) and a daily series (so I capture
all of the dates) of dates (dt). That gets the data in the right start
period. I've done all of this so far below and it looks fine. Then I plan
to roll all of those values forward to the next value (see question above),
then I'll do something like this:

xx[weekdays(xx[,1]) == "Friday",]

...to get a weekly series of Friday values. I'm thinking someone probably
has a faster way of doing this. I have to do this many times, so speed is
important. Thanks!

Here is what I have done so far:

dt <- seq(from =as.Date("2009-06-01"), to = Sys.Date(), by = "day")

> nms
[1] "2009-06-30" "2009-09-30" "2009-12-31" "2010-03-31" "2010-06-30"
"2010-09-30" "2010-12-31" "2011-03-31" "2011-06-30" "2011-09-30"
[11] "2011-12-31"

> rd
2009-06-30   2009-09-30   2009-12-31   2010-03-31   2010-06-30
2010-09-30   2010-12-31   2011-03-31   2011-06-30   2011-09-30
"2009-07-16" "2009-10-15" "2010-01-19" "2010-04-19" "2010-07-19"
"2010-10-18" "2011-01-18" "2011-04-19" "2011-07-18" "2011-10-17"
2011-12-31
"2012-01-19"

> ua
2009-06-30 2009-09-30 2009-12-31 2010-03-31 2010-06-30 2010-09-30
2010-12-31 2011-03-31 2011-06-30 2011-09-30 2011-12-31
12649.00   13039.00   13425.00   13731.00   14014.00   14389.00
14833.00   15095.00   15481.43   15846.43   16186.43

> x = merge(ua,rd,by='row.names')
> names(x) = c('z.date','val','rt_date')
> xx = merge(dt,x,by.y= 'rt_date',by.x=1,all.x=T)
> xx
x                          z.date   val
1   2009-06-01       <NA>    NA
2   2009-06-02       <NA>    NA
3   2009-06-03       <NA>    NA
4   2009-06-04       <NA>    NA
5   2009-06-05       <NA>    NA

...ect....

36  2009-07-06       <NA>    NA
37  2009-07-07       <NA>    NA
38  2009-07-08       <NA>    NA
39  2009-07-09       <NA>    NA
40  2009-07-10       <NA>    NA
41  2009-07-11       <NA>    NA
42  2009-07-12       <NA>    NA
43  2009-07-13       <NA>    NA
44  2009-07-14       <NA>    NA
45  2009-07-15       <NA>    NA
46  2009-07-16 2009-06-30 12649
47  2009-07-17       <NA>    NA
48  2009-07-18       <NA>    NA
49  2009-07-19       <NA>    NA
50  2009-07-20       <NA>    NA
51  2009-07-21       <NA>    NA
52  2009-07-22       <NA>    NA
53  2009-07-23       <NA>    NA
54  2009-07-24       <NA>    NA
55  2009-07-25       <NA>    NA
56  2009-07-26       <NA>    NA
57  2009-07-27       <NA>    NA
58  2009-07-28       <NA>    NA

...ect....

129  2009-10-07       <NA>       NA
130  2009-10-08       <NA>       NA
131  2009-10-09       <NA>       NA
132  2009-10-10       <NA>       NA
133  2009-10-11       <NA>       NA
134  2009-10-12       <NA>       NA
135  2009-10-13       <NA>       NA
136  2009-10-14       <NA>       NA
137  2009-10-15 2009-09-30 13039.00
138  2009-10-16       <NA>       NA
139  2009-10-17       <NA>       NA
140  2009-10-18       <NA>       NA
141  2009-10-19       <NA>       NA
142  2009-10-20       <NA>       NA
143  2009-10-21       <NA>       NA

...ect....

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