Hello again,

I merge different zoo time series with prices at different dates. This returns a multivariate zoo object with NA's at various points i.e.,

2010-02-28 NA NA NA NA 850.2 2444.4 NA NA NA NA NA NA NA 2010-03-01 61.1 55.3 61.5 81.24 NA NA 1712.2 3.3 11139.3 163.7 2242.4 9015.6 109.791 2010-03-31 NA NA NA NA 846.5 2439.0 NA NA NA NA NA NA NA 2010-04-01 66.9 49.4 65.7 84.48 NA NA 1700.6 3.8 11203.0 164.4 2245.7 9064.5 109.887 2010-04-30 NA NA NA NA 838.0 2440.0 NA NA NA NA NA NA NA 2010-05-01 66.6 45.6 65.7 73.84 NA NA 1705.3 4.0 11252.0 165.1 2248.4 9113.9 110.065

Will the "fill" parameter of the zoo.merge() allow a missing value for each zoo object merged to take the last available (previous in time) price for that particular time series or one has to do that using the na.locf() command afterwards?

I want ot keep the series as zoo and not convert to other formats or interpolate (as in the FAQ)....

Thanks,
Costas

______________________________________________
R-help@r-project.org 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.

Reply via email to