[R-SIG-Finance] Irregularly Spaced Time Series

[Brian G. Peterson]

> On Saturday 10 March 2007 14:02, Rich Ghazarian wrote:
> > Brian,
> >
> > Thank you for your input.
> >
> > Here is what I get and I don't understand why?   Thank you for your
> > help
> >
> > > Z <- read.zoo(na.exclude("pp.csv", sep = ",", format = "%d %b %Y"))
> >
> >      V1
> > 1    01/12-03,0.1
> > 2    01/13-03,0.5
> > 3    01/14-03,0.3
> > 4    01/15-03,0.1
> > 5    01/19-03,0.284
> > 6    01/20-03,0.288

On Saturday 10 March 2007 14:34, Brian G. Peterson wrote:
> You haven't told us what the format of your CSV file is, but I suspect
> that your problem is with your format string.  You need to tell zoo how
> to interpret the date column from your source CSV.  Details in the zoo
> documentation.

Once you have the data into a zoo object and indexed correctly, you can 
examine the other na.* methods for zoo, like na.locf or na.approx, or 
look at the documentation for the aggregate function to coerce the 
irregular source data into the type of series and frequency you need for 
your analysis.

Regards,

   - Brian 

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