Hi Mikhail, As Ilya said, xts takes care of it. You can use "merge.zoo" (if using zoo) or "merge.xts" to merge two series. The missing timestamps are taken care of by the "all" argument. You can use it to specify whether to take missing timestamps from both the series, an individual series, or not at all. The details are available in the respective man pages of the functions.
On 16 April 2014 00:39, Ilya Kipnis <[email protected]> wrote: > 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. -- Chirag Anand http://atvariance.in/chiraganand _______________________________________________ [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.
