I have an ordered series of 3 month t-bill rates (annual). I transform this to a daily series, however, the observations are constructed only from the dates on which the t-bills were issued, which is every week.
So now I have ordered observations of the daily 'risk-free rate' for one day every week. I want to expand this zoo object to give a value for every day, and to do so, copy the previous value to the next date (which is as yet not in the zoo object). For example: head(rf) 1993-01-01 1993-01-09 1993-01-16 1993-01-23 1993-01-30 1993-02-06 0.007306621 0.007659046 0.007681013 0.007817548 0.007847579 0.007867313 I want to insert values between each of the dates, and copy the previous value for those days. Any suggestions would be greatly appreciated. Thanks in anticipation. Regards, Vishal Belsare ______________________________________________ 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.
