Message-ID: <Law12-F49DXgIDksUmU0001d73c@hotmail.com>
Date: 2003-05-14T22:32:49Z
From: Neil Osborne
Subject: Help in grouping time stamped data and general stats help
Hi,
I am a new comer to R. I want to carrying out some exploratory data analysis
on some financial data which has been time stamped. The data is a Microsoft
database and I can access it using the RODBC package. The data consists of a
5 minute sampling of market prices. However, there are periods for which
there is no data (these periods occur randomly), and is typically caused by
a system crash. Consequently, the timestamps are not evenly spaced.
I would be most grateful if someone could show me how to do the following
(using R):
1). Aggregate the data into time buckets (bins) of my choice for e.g. 0-1
hr, 1hr-2hr etc
2). Carry out tests to check time of day effects
Thanks
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