In the mean time, I have done some research and found following link here : https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html
Although this is close to my problem, I am not interested in any sort of interpolation, rather fill the NA positions with corresponding month's price. Any idea please? Megh wrote: > > Hi, I have a zoo object with monthly frequency : > > library(zoo) > dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"), frequency=12) > > Now I want to make a zoo object with daily frequency from "dat" wherein > value for a each day for a particular month will be value of "dat" at that > particular month. > > Is there any easy way to do that? > > Thanks, > -- View this message in context: http://n4.nabble.com/Chainging-monthly-data-to-daily-data-tp991925p991978.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.