I have two time series
a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10)
b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10)
Obviously 'b' is a subset of 'a'. I want a single index value indicating
where that start of 'b' lines up with the start of 'a'. So in this simple
example I would expect an index of 5. I was playing with 'merge'. But, for a
'ts' object this does not produce anything that is useful:
> merge(a,b)
x
1 1
2 2
3 3
4 4
5 5
I get the same answer if I use 'merge(b,a)' so I don't know how to convert
this result to something useful. So then I decided to use 'xts'. But the
conversion fails:
> ax <- as.xts(a)
Error in as.xts.ts(a) : could not convert index to appropriate type
For this simple example I could code it myself using a simple for loop but
if I add capability to handle missing dates, different frequencies, etc. it
gets complicated very fast. It seems that 'xts' has more extensive date
handling facilities that 'ts' but I am stuck since it doesn't look like I
can convert from 'ts' to 'xts'.
Thanks in advance for your suggestions.
Kevin
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