[R-SIG-Finance] Expanding data to higher frequency

[Strong]

From: "Thinking Strong" <strongthinking at gmail.com>
Subject: [R-SIG-Finance] Expanding data to higher frequency
Date: Mon, 24 Sep 2007 17:22:49 +0900

Maybe I should put my question more clearly.

What I am trying to ask is whether or not there is a function in Rmetrics to help me expand the semi-annual dividend series to the monthly data by setting the value of each month to the dividend for that  semi-annual period.

Suppose I have a dataframe shown below.  

is there an easy way to set all the dividend value from Jan 2002 through June 2002 to the same value of 100? 


   Time      Dividend
  2002.01     100
  2002.02     NA
  2002.03     NA
  2002.04     NA
  2002.05     NA
  2002.06     NA
  2002.07     200 
  2002.08     NA
  2002.09     NA
  2002.10     NA
  2002.11     NA
  2002.12     NA

And, one more related question. 

if I have the dataframe originally like this instead of the above one, what should I do with my job. 

   Time      Dividend
  2002.01     100
  2002.07     200 
 
 
Regards


Strong Chen
phd Student,  Graduate School of Commerce and Management;
Hitotusbashi University, Tokyo, Japan


> Dear All
> 
> I have difficulty with expanding the semi-annual dividend data to the
> monthly data by setting  the value of each month to the semi-annual data for
> that period.
> 
> I am wondering there is a function in R to do this kind of job.
> 
> Thanks in advance.
> 
> 
> Strong Chen
> phd Student,  Graduate School of Commerce and Management;
> Hitotusbashi University, Tokyo, Japan
> 
> 	[[alternative HTML version deleted]]
> 
>