Hi All,

This is a financial time series data mining question. Suppose I have a
time series as below, a typical fetch with NA's and prices.

> z
        y
1      NA
2      NA
3  884.96
4  894.07
5  902.33
6  810.36
7  810.52
8  811.94
9  812.12
10 826.85
11 826.45
12 808.03
13 800.28
14 800.70
15 800.68
16     NA
17     NA
18 800.49
19 800.65
20 801.82

I want to create summary of the data, which should give me the length of
each contiguous block of NA and NUMBER(prices here), and start and end
index, so a sample output might be. 

Type		Length	StartIndex	EndIndex	
NA		2	1		2
NUMBER 	13	3		15	
NA		2	16		17
NUMBER 	3	18		20

I looked into arules package but didn't find anything that did the same.
Any ideas?

Thanks everybody,
Reena



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