[R-SIG-Finance] [xts] merge function weird behaviour

[Anass Mouhsine]

Hi all,

I encountered a weird behaviour of merge function while using it with 
xts objects.
I have multiple xts objects (10 timeseries) that I want to merge in 
order to conduct a multivariate analysis.
Here is an example with only two timeseries

#Let us define the time series
 > t1
                                        Close
2007-01-02                  97.87
2007-01-03                  97.32
2007-01-04                  96.04
2007-01-05                  95.97
2007-01-07                  95.69
2007-01-08                  96.23
 > t2
                                        Close
2007-01-02                  94.59
2007-01-03                  94.38
2007-01-04                  92.55
2007-01-05                  92.37
2007-01-07                  92.23
2007-01-08                  92.89
 > c(class(t1),class(t2))
[1] "xts" "zoo" "xts" "zoo"

#I do the merge using merge.xts
 > t<-merge(t1,t2)
 > t
                                        Close                 Close
2007-01-02                  97.87                     NA
2007-01-02                     NA                  94.59
2007-01-03                  97.32                  94.38
2007-01-04                  96.04                  92.55
2007-01-05                  95.97                     NA
2007-01-05                     NA                  92.37
2007-01-07                  95.69                     NA
2007-01-07                     NA                  92.23
2007-01-08                  96.23                  92.89

# I don't see where the problem lays since both xts objects have the 
same index
 > index(t1)
[1] "2007-01-02" "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-07" 
"2007-01-08"
 > index(t2)
[1] "2007-01-02" "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-07" 
"2007-01-08"

# I tried using join but with no satisfying result
 >t<-merge(head(t1),head(t2),join='inner')
 > t
            CHFJPY..2007.....Close AUDJPY..2007.....Close
2007-01-03                  97.32                  94.38
2007-01-04                  96.04                  92.55
2007-01-08                  96.23                  92.89

I am really out of tricks here :-[ .

So if someone is kind enough as to point me towards the right direction, 
it would make my day.

Thx in advance,

Anass