Thanks for your suggestion Gabor, it has helped me in my developments during the last few months. I'm now trying to go further by being able to do the following:
I have a collection of xts time series that are spaced in different ways (weekdays only, monthly, quarterly etc.). Is there an efficient 'R' way to transform these time series at will into daily time series (all days, using locf), in order to do simple arithmetical operations? Additionally, is there a way to overload arithmetical operators to obtain the following result: If SPX is the 5 days time series for the S&P500 If GDP is the monthly calculation for the GDP SPX/GDP would give me a daily time series (all days) containing the ratio of the S&P500 by the GDP? (I know this example does not make a lot of sense) Thanks, TDB -- View this message in context: http://r.789695.n4.nabble.com/How-to-do-operations-on-zoo-xts-objects-with-Monthly-and-Daily-periodicities-tp3558081p3877976.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.
