Mikhail, are you using the xts package? Because when you cbind two xts time series, it takes care of alignment for you.
-Ilya On Tue, Apr 15, 2014 at 12:07 PM, Mikhail Beketov < [email protected]> wrote: > 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 > > [[alternative HTML version deleted]] > > _______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
