Filtering Tick Data
On Sunday 25 February 2007 19:04, Oliver Faulhaber wrote:
- I want to get a timeSeries object with data at an one-minute interval. If there exists no price for the specific time, the function should return an interpolated value:
I would suggest the "aggregate" function from library "zoo" to coerce your irregular timeseries into a regular one-minute (or whatever) timeseries. Regards, - Brian
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