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

[Jeff Ryan]

Try:

?merge.xts

You want join="inner" if I have been following this. 

Jeff

Jeffrey Ryan    |    Founder    |    jeffrey.ryan at lemnica.com

www.lemnica.com

On Jan 23, 2012, at 7:02 PM, "Brian G. Peterson" <brian at braverock.com> wrote:

> 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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