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

[G See]

Well, it was just a guess since it seemed as if you didn't try it.
Maybe next time you could show us what you tried and why it didn't do
what you wanted.  Then, provide a sample dataset and desired outcome.
Those types of questions are much easier for us to answer, which is
why it is suggested here: http://www.r-project.org/posting-guide.html

Thanks for your understanding,
Garrett

On Tue, Jan 24, 2012 at 8:55 AM, Michael <comtech.usa at gmail.com> wrote:
> Hi G See,
>
> Thanks but I have been watching "?merge" hundreds of times...
>
> It's very terse and there are lots of hidden tricks...
>
> Thanks a lot any way!
>
> And thanks a lot for all the help folks!
>
> On Tue, Jan 24, 2012 at 2:53 AM, G See <gsee000 at gmail.com> wrote:
>>
>> Michael,
>>
>> Maybe you do not realize that when someone writes a word with a
>> question mark in front of it, it means that you should look at the
>> help page for that function.  For example, if you type "?merge" in an
>> R terminal (without the quotes) it will open the help page for that
>> function.  Another option is to type help(merge)
>>
>> Hope this makes it easier for you to find answers in the future,
>> Garrett
>>
>> On Mon, Jan 23, 2012 at 5:53 PM, Michael <comtech.usa at gmail.com> wrote:
>> > Oh I forgot one thing:
>> >
>> > xts_one and xts_two are not neccessarily the same length...
>> >
>> > In effect, I was looking for a time series set-operation "intersect"....
>> >
>> > Thank you!
>> >
>> > On Mon, Jan 23, 2012 at 12:35 PM, Jun Zhu <junzhu98 at yahoo.com> wrote:
>> >
>> >>   Assume you are testing the first column
>> >>
>> >> l_result <- ifelse(l_xts_one[,1] == l_xts_two[,1], l_xts_one[,1],NA)
>> >>
>> >>
>> >>
>> >>
>> >> --- On *Mon, 1/23/12, Brian G. Peterson <brian at braverock.com>* wrote:
>> >>
>> >>
>> >> From: Brian G. Peterson <brian at braverock.com>
>> >> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series?
>> >> To: "Michael" <comtech.usa at gmail.com>
>> >> Cc: "r-sig-finance" <r-sig-finance at stat.math.ethz.ch>
>> >> Date: Monday, January 23, 2012, 8:25 AM
>> >>
>> >>   On Mon, 2012-01-23 at 08:06 -0600, Michael wrote:
>> >> > I have two xts objects...and they have coulmns with the same names.ie
>> >> > their column represent the same variables.
>> >> >
>> >> > The only difference is that the values in the rows may be different.
>> >> > At
>> >> > precisely the same timestamps the observations can be exactly the
>> >> > same.
>> >> >
>> >> > How do I find the intersection of these two time series ie the rows
>> >> > where
>> >> > the observations are identical including the time stamps?
>> >> >
>> >> > How do I find intersection where a few specified coulmns are
>> >> > identical
>> >> > including the time stamps?
>> >> >
>> >> > Thanks a lot!
>> >>
>> >> ?merge
>> >>
>> >> ?ifelse
>> >>
>> >> merge is amply covered in the xts documentation, and ifelse is covered
>> >> in many write-ups on vectorized operations in R.
>> >>
>> >> _______________________________________________
>> >>
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>> >>
>> >>
>> >
>> >        [[alternative HTML version deleted]]
>> >
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