[R-SIG-Finance] merge.xts problem

[Joshua Ulrich]

Nikos,

Please provide a minimal reproducible example.  For examples of how to
do this, see:
http://stackoverflow.com/q/5963269/271616

Best,
--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com

R/Finance 2013: Applied Finance with R  | www.RinFinance.com


On Tue, Feb 12, 2013 at 11:34 PM, Nikos Rachmanis
<nikos.rachmanis at gmail.com> wrote:
> Hi all,
>
> Just wondering if someone has come across this problem with the
> merge.xts function after updating from 0.8-6 to 0.9-3 version.
>
> I am trying to merge 2 xts objects one with daily observations and
> another one with weekly.
>
> With the older packet and the following command:
>
> tradedata<-merge.xts(timeseries.daily,timeseries.daily,join="left")
>
> the merge is done fine. With the new one does not work and although puts
> together the 2 datasets shows all the incoming observations as NA.
>
> Daily dataset
> Dates   IMM0ECOL Index  IMM0ECOS Index  IMM0ENCL Index
> 12/26/2000      4316    38769   26834
> 1/2/2001        5495    29995   15885
> 1/9/2001        5786    41915   21845
> 1/16/2001       6866    41480   19696
>
>
> Weekly dataset
> Index   SP1.OPEN        SP1.HIGH
> 1/2/1990        356.35  362.85
> 1/3/1990        363.25  364.8
> 1/4/1990        361.4   362.6
> 1/5/1990        359.2   359.6
> 1/8/1990        354.1   358.4
> 1/9/1990        357.8   358.1
> 1/10/1990       351.9   353.2
> 1/11/1990       352.4   353.5
>
>
> Has the command changed?
>
> Thanks,
>
> Nikos
>
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>
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