How do I intersecttwo time series?
Well, it was just a guess since it seemed as if you didn't try it. Maybe next time you could show us what you tried and why it didn't do what you wanted. Then, provide a sample dataset and desired outcome. Those types of questions are much easier for us to answer, which is why it is suggested here: http://www.r-project.org/posting-guide.html Thanks for your understanding, Garrett
On Tue, Jan 24, 2012 at 8:55 AM, Michael <comtech.usa at gmail.com> wrote:
Hi G See, Thanks but I have been watching "?merge" hundreds of times... It's very terse and there are lots of hidden tricks... Thanks a lot any way! And thanks a lot for all the help folks! On Tue, Jan 24, 2012 at 2:53 AM, G See <gsee000 at gmail.com> wrote:
Michael, Maybe you do not realize that when someone writes a word with a question mark in front of it, it means that you should look at the help page for that function. ?For example, if you type "?merge" in an R terminal (without the quotes) it will open the help page for that function. ?Another option is to type help(merge) Hope this makes it easier for you to find answers in the future, Garrett On Mon, Jan 23, 2012 at 5:53 PM, Michael <comtech.usa at gmail.com> wrote:
Oh I forgot one thing: xts_one and xts_two are not neccessarily the same length... In effect, I was looking for a time series set-operation "intersect".... Thank you! On Mon, Jan 23, 2012 at 12:35 PM, Jun Zhu <junzhu98 at yahoo.com> wrote:
? Assume you are testing the first column l_result <- ifelse(l_xts_one[,1] == l_xts_two[,1], l_xts_one[,1],NA) --- On *Mon, 1/23/12, Brian G. Peterson <brian at braverock.com>* wrote: From: Brian G. Peterson <brian at braverock.com> Subject: Re: [R-SIG-Finance] How do I intersecttwo time series? To: "Michael" <comtech.usa at gmail.com> Cc: "r-sig-finance" <r-sig-finance at stat.math.ethz.ch> Date: Monday, January 23, 2012, 8:25 AM ? On Mon, 2012-01-23 at 08:06 -0600, Michael wrote:
I have two xts objects...and they have coulmns with the same names.ie their column represent the same variables. The only difference is that the values in the rows may be different. At precisely the same timestamps the observations can be exactly the same. How do I find the intersection of these two time series ie the rows where the observations are identical including the time stamps? How do I find intersection where a few specified coulmns are identical including the time stamps? Thanks a lot!
?merge ?ifelse merge is amply covered in the xts documentation, and ifelse is covered in many write-ups on vectorized operations in R.
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