An update ... I did a bit more search on the internet and got some ideas
i set the start month for the series to the same date. That didn't help. Then I tried .index(x2)==.index(msci.m) FALSE i was able to fix the problem with : index(x2) <- as.Date(index(x2)) index(msci.m) <- as.Date(index(msci.m)) Now the xts objects merged just fine. But I'm not exactly sure what the root cause was or why this fix worked One other part of this is the x2 data started as weekly and the msci data started as daily. Both were converted to monthly data with to.monthly. I suspect that has something to do with it but I don't understand. Any words of wisdom in gaining a better understanding would be appreciated -- View this message in context: http://r.789695.n4.nabble.com/Gaps-on-merging-xts-objects-tp4632941p4632950.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.