insert element in IBrokers/XTS time series?
Eliminating a row is straightforward, e.g.
myhist[time(myhist) != as.Date("2009-06-29"),]
will return everything except the entry for 2009-06-29.
Adding a row is, I believe, a bit more fiddly. You can use
rbind(myhist, xts(data.frame(rep(NA,6), order.by=as.Date("2009-08-01")))
although this will give a warning message about column names
differing. If you have an additional xts with the same column names,
you can simply use merge()
Sean.
On Sat, Jul 4, 2009 at 10:01 AM, Michael<comtech.usa at gmail.com> wrote:
Hi all, Let's say I have the following timeseres in IBrokers and XTS: 2009-06-25 ? ? ?18038 ? ? ?18350 ? ? 18011 ? ? ? 18327 ? ? ? ? 5396 ? ? 18183 2009-06-26 ? ? ?18420 ? ? ?18708 ? ? 18331 ? ? ? 18515 ? ? ? ? 7367 ? ? 18499 2009-06-29 ? ? ?18546 ? ? ?18688 ? ? 18423 ? ? ? 18577 ? ? ? ?28728 ? ? 18555 2009-07-03 ? ? ?17951 ? ? ?18198 ? ? 17866 ? ? ? 18149 ? ? ? ?38019 ? ? 18059 I want to add a few more rows, indexed by "2009-06-30", "2009-07-01", "2009-07-02", and using NA's, I did the following: myhist["2009-07-01",]=c(NA, NA, NA, NA, NA, NA, NA, NA) But it didn't really work. What's the good way to insert missing points in time series? Thanks!
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