[R-SIG-Finance] time series question
Yalla, Swaroop (FID)
Swaroop.Yalla at MorganStanley.com
Wed Jul 16 14:12:31 CEST 2008
I am using the time series package and have a regularly spaced daily
time-series. How do I convert it to a monthly or quarterly time-series
(i.e. up-sample the time series). Is there a method to do that??
Also, as a side questions - what is the best method to find maximum
correlation between two time-series, one of which lags the other.
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