[R-SIG-Finance] Irregularly Spaced Time Series

[Rich Ghazarian]

Irregularly Spaced Time Series:




I am trying a TS data that has the following format,  but I am not able to import it as a TS frame?  I want to fit the data to a GARCH, but I can
not do that unless it is indexed to the appropriate series.  


 


Date                Rt


1/12/2003            0.1


1/13/2003            0.5


1/14/2003            0.3


1/17/2003            0.1


1/18/2003            0.32


1/20/2003            0.276


1/21/2003            0.28


1/22/2003            0.284


 


I search and could not find an answer to the question.  



Thank you


 




Rich Ghazarian



 
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