Neil Osborne
2003-May-14 22:32 UTC
[R] Help in grouping time stamped data and general stats help
Hi, I am a new comer to R. I want to carrying out some exploratory data analysis on some financial data which has been time stamped. The data is a Microsoft database and I can access it using the RODBC package. The data consists of a 5 minute sampling of market prices. However, there are periods for which there is no data (these periods occur randomly), and is typically caused by a system crash. Consequently, the timestamps are not evenly spaced. I would be most grateful if someone could show me how to do the following (using R): 1). Aggregate the data into time buckets (bins) of my choice for e.g. 0-1 hr, 1hr-2hr etc 2). Carry out tests to check time of day effects Thanks _________________________________________________________________ Hotmail messages direct to your mobile phone http://www.msn.co.uk/msnmobile