missing return

hi R user, i have a problem about missing data while i calculate return in
times series. It means my time series have a lot of code of stocks, i
arrange them as type of panel data. I don't look for any solution.

For example:
CODE DATE RETURN
A       2008   NA
A       2009   0.25
A       2010   0.4
A       2011   0.3
B       2008   NA
B       2009   0.35
B       2010   0.15
B       2011   0.20
Please give me some idea to solve this problem and start step 2: run time
series to demonstrate market's efficient.
Thanks!




--
View this message in context: http://r.789695.n4.nabble.com/missing-return-tp4691489.html
Sent from the R help mailing list archive at Nabble.com.