Re: [R] Divide tick-data into intervalls

You can use the to.period family of functions in the xts package for this. For example, Lines <- "2011-11-01 08:00:00 0.0 2011-11-01 08:00:00 0.0 2011-11-01 08:02:00 0.0 2011-11-01 08:03:00 -0.01709 2011-11-01 08:24:00 0.0 2011-11-01 08:24:00 0.0 2011-1

[R] Divide tick-data into intervalls

Hello, Im currently writing my bachelor thesis in statistical finance and i have run into a small problem. I want to evaluate forcasts from my GARCH with realized intraday volatility. The intraday data is Tick-data over a certain period. The date column is presented as for example 2011-11-01 09: