[R-SIG-Finance] Irregularly Spaced Time Series

[Gabor Grothendieck]

The zoo package can _represent_ irregularly spaced series.
You can then re-index it to be acceptable to whatever garch
function you are using.

library(zoo)
vignette("zoo")


On 3/9/07, Rich Ghazarian <rich7804 at yahoo.com> wrote:
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> Irregularly Spaced Time Series:
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> 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.
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> Date                Rt
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> 1/12/2003            0.1
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> 1/13/2003            0.5
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> 1/14/2003            0.3
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> 1/17/2003            0.1
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> 1/18/2003            0.32
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> 1/20/2003            0.276
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> 1/21/2003            0.28
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> 1/22/2003            0.284
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> I search and could not find an answer to the question.
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> Thank you
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> Rich Ghazarian
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