[R-SIG-Finance] How do I intersecttwo time series?

Brian G. Peterson brian at braverock.com
Tue Jan 24 02:02:36 CET 2012


On Mon, 2012-01-23 at 18:58 -0600, Michael wrote:
> Yes, but merge creates a bunch of "NA"s ... and we are not merging but
> doing "intersections"?   I cannot seem to find a way to use "merge" to
> do "intersections"...   I have searched/googled numerous times...
> Maybe there is something I am missing and a trick? 

Those NA's exist because one series has a timestamp and the other
doesn't.  Normally, that's what you want.

na.omit(merge(x,y))


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



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