[R-SIG-Finance] Irregularly Spaced Time Series

[elton wang]

Why not add zero returns for businessdays inbetween?
If you really want to fit to the irregular dates,how
are you going to use it to predict?  

> 
> On 3/9/07, Rich Ghazarian <rich7804 at yahoo.com>
> wrote:
> >
> >
> > 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
> >
> >
> >
> >
> >
>
____________________________________________________________________________________
> > Bored stiff? Loosen up...
> >
> > _______________________________________________
> > R-SIG-Finance at stat.math.ethz.ch mailing list
> >
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only.
> > -- If you want to post, subscribe first.
> >
> 
> _______________________________________________
> R-SIG-Finance at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. 
> -- If you want to post, subscribe first.
> 



 
____________________________________________________________________________________
Looking for earth-friendly autos? 
Browse Top Cars by "Green Rating" at Yahoo! Autos' Green Center.