Hi Anass,

Could it be the series have a (invisible) different time part, or the
timezone is different.

Regards,

-Mark-

2010/12/10 Anass Mouhsine <anass.mouhsine@gmail.com>

> Hi all,
>
> I encountered a weird behaviour of merge function while using it with xts
> objects.
> I have multiple xts objects (10 timeseries) that I want to merge in order
> to conduct a multivariate analysis.
> Here is an example with only two timeseries
>
> #Let us define the time series
> > t1
>                                       Close
> 2007-01-02                  97.87
> 2007-01-03                  97.32
> 2007-01-04                  96.04
> 2007-01-05                  95.97
> 2007-01-07                  95.69
> 2007-01-08                  96.23
> > t2
>                                       Close
> 2007-01-02                  94.59
> 2007-01-03                  94.38
> 2007-01-04                  92.55
> 2007-01-05                  92.37
> 2007-01-07                  92.23
> 2007-01-08                  92.89
> > c(class(t1),class(t2))
> [1] "xts" "zoo" "xts" "zoo"
>
> #I do the merge using merge.xts
> > t<-merge(t1,t2)
> > t
>                                       Close                 Close
> 2007-01-02                  97.87                     NA
> 2007-01-02                     NA                  94.59
> 2007-01-03                  97.32                  94.38
> 2007-01-04                  96.04                  92.55
> 2007-01-05                  95.97                     NA
> 2007-01-05                     NA                  92.37
> 2007-01-07                  95.69                     NA
> 2007-01-07                     NA                  92.23
> 2007-01-08                  96.23                  92.89
>
> # I don't see where the problem lays since both xts objects have the same
> index
> > index(t1)
> [1] "2007-01-02" "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-07"
> "2007-01-08"
> > index(t2)
> [1] "2007-01-02" "2007-01-03" "2007-01-04" "2007-01-05" "2007-01-07"
> "2007-01-08"
>
> # I tried using join but with no satisfying result
> >t<-merge(head(t1),head(t2),join='inner')
> > t
>           CHFJPY..2007.....Close AUDJPY..2007.....Close
> 2007-01-03                  97.32                  94.38
> 2007-01-04                  96.04                  92.55
> 2007-01-08                  96.23                  92.89
>
> I am really out of tricks here :-[ .
>
> So if someone is kind enough as to point me towards the right direction, it
> would make my day.
>
> Thx in advance,
>
> Anass
>
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