On Mon, Apr 14, 2008 at 6:09 AM, Øystein Myrland <[EMAIL PROTECTED]> wrote: > Dear R-help group, > > I have a dataset with daily closing prices from a stock exchange (consecutive > 5 trading days) from a firm trading a specific commodity. The date variable > looks like: > > quote_date > 20080411 > > With the format; yyyymmdd. > > Moreover, I have another data set with a (average) weekly price of the > underlying commodity. The date variables in this dataset are only year and a > week number. > > I would like to calculate a common date number or ID based on week number > that enables me to merge these two datasets, so that it looks like this: > > quote_date year week week.price > 20080407 2008 15 27.45 > 20080408 2008 15 27.45 > 20080409 2008 15 27.45 > 20080410 2008 15 27.45 > 20080411 2008 15 27.45 >
> library(zoo) > library(xts) > > Lines.daily <- "quote_date value + 20080407 1 + 20080408 2 + 20080409 3 + 20080410 4 + 20080411 6 + 20080412 7 + 20080413 8 + 20080414 9 + 20080415 10 + " > daily <- read.zoo(textConnection(Lines.daily), + header = TRUE, format = "%Y%m%d") > > Lines.weekly <- "quote_date value + 20080413 10 + " > weekly <- read.zoo(textConnection(Lines.weekly), + header = TRUE, format = "%Y%m%d") > > merge(to.weekly(daily), weekly) daily.Open daily.High daily.Low daily.Close weekly 2008-04-13 1 8 1 8 10 2008-04-15 9 10 9 10 NA See ?to.weekly in xts package and the three zoo vignettes. Also see ?aggregate.zoo and the R Help Desk article in R News 4/1 for another approach. vignette(package = "zoo") ______________________________________________ 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.