hi R user, i have a problem about missing data while i calculate return in times series. It means my time series have a lot of code of stocks, i arrange them as type of panel data. I don't look for any solution.
For example: CODE DATE RETURN A 2008 NA A 2009 0.25 A 2010 0.4 A 2011 0.3 B 2008 NA B 2009 0.35 B 2010 0.15 B 2011 0.20 Please give me some idea to solve this problem and start step 2: run time series to demonstrate market's efficient. Thanks! -- View this message in context: http://r.789695.n4.nabble.com/missing-return-tp4691489.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.
