Hi Oystein,
Maybe this is what you are looking for: Keyword: merge() ---------------------------------------------------------------------- table1<-read.table("daily.data") table2<-read.table("weekly.data") (maybe you need to create a new common coloumn for daily and weekly data set. For example: year_week) data<-merge(table1, table2, by.x="year_week", by.y="year_week") data I hope it helps, Edwin Sendjaja Am Montag, 14. April 2008 11:09:12 schrieb Øystein Myrland: > 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 > > The weekly price is constant for the 5 trading days in the daily file. Any > good suggestions on how to do this? > > All the best, > Oystein > > ______________________________________________ > 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. ______________________________________________ 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.