[R-SIG-Finance] Time Series PerformanceAnalytics

[Joshua Ulrich]

Thomas,

Please do not cross-post.  It splits the discussion across two (or
more) lists and makes it more difficult when searching the public
archives.  It would have been polite to let this list know that you
received an answer on R-help.

Best,
--
Joshua Ulrich
FOSS Trading: www.fosstrading.com



On Mon, Sep 6, 2010 at 9:27 AM, trb1 <thomasrbolton at yahoo.co.uk> wrote:
>
> 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
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>
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