Hello, I've a time series, T, for an irregular sequence of days (data for bank holidays weekends have been removed). I would like to aggregate this series by into weeks using aggregate(x, by="weeks", FUN=mean). To do this, I think that x needs to be a timeSeries object, and when I try to call timeSeries(data=T, positions=irregular.sequence.of.days) I get lots of NAs in the resulting object. (Note: I've checked that length(T)=length(irregular.sequence of days). My dates are of the form dd/mm/yyyy in case it's relevant.) Thanks in advance! -- View this message in context: http://www.nabble.com/timeSeries-and-aggregation%28%29-question-tp21584903p21584903.html Sent from the R help mailing list archive at Nabble.com.