[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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