Hello,
I have to analyze a large data-set of 1-min stock prices. The problem is
that the time-series for different stocks in my data-set have different
length, as some time points are missing in one series but present in
another etc. So, I have to create a table with aligned time series (all
dates/times should correspond to all the stocks). My questions are:
1) Is there some efficient way to do it? Is there anything that is already
programmed.
2) Does it make sense to align all of them to shortest time series (so,
delete the time points that are not given for all stocks)? Or, is better to
copy the preceding price values for the absent time points, and therefore
to align all of them to the longest time series?
Thanks,
Michael

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