Concatenating time series objects?
Do it in zoo and then convert to xts at the end:
z1 <- zooreg(1:10, as.Date("2008-01-01"))
z2 <- zooreg(1:10, as.Date("2008-02-01"))
z <- c(z1, z2)
x <- as.xts(z)
On Tue, Dec 2, 2008 at 12:55 AM, Marc Delvaux <mdelvaux at gmail.com> wrote:
I am trying to do an incremental download of time series financial data, with say 5 new points every time I do an download. I am trying to find a simple way to perform concatenation but I cannot seem to find an easy way to do that. I did find a way using xts(c(coredata(seq1),coredata(seq2)), order.by=c(time(seq1),time(seq2))), but this loses some information that was present in seq1, and I was thinking there should be a simpler way.
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