[R-SIG-Finance] Time Series PerformanceAnalytics

[trb1]

Hi 

How would I analyse time series with 
- different lengths (i.e. one has 9 entries and the other has 14 entries) 
- different frequency (i.e. dates are random - no repeated length) 
- multiple values for the same time entry (e.g. 2009-10-23 below) 

i.e. my data takes the form: 
1st time series 

2009-10-07 0.009378 
2009-10-19 0.014790 
2009-10-23 -0.005946 
2009-10-23 0.009096 
2009-11-08 0.004189 
2009-11-10 -0.004592 
2009-11-17 0.009397 
2009-11-24 0.003411 
2009-12-02 0.003300 
2010-01-15 0.010873 
2010-01-20 0.010712 
2010-01-20 0.022237 

2nd time series 

2009-09-23 0.076253 
2009-10-07 0.039255 
2010-02-17 0.039045 
2010-03-09 0.024201 
2010-03-25 -0.039810 
2010-04-13 -0.012428 

I am unable to get any functions to work. 
I would very much like to use the function charts.PerformanceSummary...

Thanks. 

-- 
View this message in context: http://r.789695.n4.nabble.com/Time-Series-PerformanceAnalytics-tp2528450p2528450.html
Sent from the Rmetrics mailing list archive at Nabble.com.