Irregularly Spaced Time Series
Irregularly Spaced Time Series: I am trying a TS data that has the following format, but I am not able to import it as a TS frame? I want to fit the data to a GARCH, but I can not do that unless it is indexed to the appropriate series. Date Rt 1/12/2003 0.1 1/13/2003 0.5 1/14/2003 0.3 1/17/2003 0.1 1/18/2003 0.32 1/20/2003 0.276 1/21/2003 0.28 1/22/2003 0.284 I search and could not find an answer to the question. Thank you Rich Ghazarian ____________________________________________________________________________________ Bored stiff? Loosen up...