hi R user, i have a problem about missing data while i calculate return in times series. It means my time series have a lot of code of stocks, i arrange them as type of panel data. I don't look for any solution. For example: CODE DATE RETURN A 2008 NA A 2009 0.25 A 2010 0.4 A 2011 0.3 B 2008 NA B 2009 0.35 B 2010 0.15 B 2011 0.20 Please give me some idea to solve this problem and start step 2: run time series to demonstrate market's efficient. Thanks! -- View this message in context: http://r.789695.n4.nabble.com/missing-return-tp4691489.html Sent from the R help mailing list archive at Nabble.com.
-- View this message in context: http://r.789695.n4.nabble.com/missing-return-tp4691489p4691490.html Sent from the R help mailing list archive at Nabble.com.
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