Dear List, i got stuck on this...
I've a very big data base with tic by tic $COP/US$ exchange rate and trade volume in millions (obs =3 millions). I´ve been trying around for some time, but I could not find a efficient way to calculate a weighted mean exchange rate using blocks by 5 mins. Currently, I'm using R 2.4.0 and the fCalendar package, There is another package to analyze big time series? Thanks a lot Mauricio ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
