Hi
I have a daily time series dataset, witch is very irregular spaced.
The data is stored in a text file with the fields;
day;month;year;stock1 price; stock2 price;...;stockN price
The problem is that a script like described below, will result in a not
very useful time count in the object.
For example, ts.plot does not produce a good time format in the
horizontal axis.
So, what is a correct way to work with irregular time series? Is there
another class that work with irregular time series?
script:
Object <-ts(data =dataset, start = 1, end = dim(dataset)[1],deltat = 1,
ts.eps = getOption("ts.eps"), class ="mts")
Where dataset is a numerical matrix with the data.
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