In the mean time, I have done some research and found following link here :
https://stat.ethz.ch/pipermail/r-sig-finance/2009q3/004677.html
Although this is close to my problem, I am not interested in any sort of
interpolation, rather fill the NA positions with corresponding month's
price. Any idea please?
Megh wrote:>
> Hi, I have a zoo object with monthly frequency :
>
> library(zoo)
> dat <- zooreg(rnorm(50), as.yearmon("2000-01-01"),
frequency=12)
>
> Now I want to make a zoo object with daily frequency from "dat"
wherein
> value for a each day for a particular month will be value of
"dat" at that
> particular month.
>
> Is there any easy way to do that?
>
> Thanks,
>
--
View this message in context:
http://n4.nabble.com/Chainging-monthly-data-to-daily-data-tp991925p991978.html
Sent from the R help mailing list archive at Nabble.com.