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2010 Nov 26
0
Help on converting a daily zoo to a weekly zoo
Dear R-gurus:
I want to convert a zoo object of daily stock prices
to a weekly one, based on the following 4 steps.
1. No problem in creating weekly data using Wednesday Obs.
wed.index <- ( weekdays(index(daily)) == "Wed" )
week.dat <- daily[wed.index]
> week.dat
A000010 A000020 A000030 A000040 A000050 A000060
2000-01-05 3925 NA 3950 6350 21717 836
2000-01-12 3500 NA 3600 6000 NA 1021
2000-01-19 2970 2701 3135 5600 21812 787
2000-01-26 2970 2616 2810 5300 20579 783
2000-02-02 NA 2833 3030 6700 21812 NA
2. If Wed observation is NA for any stock, then I want to repla...