Displaying 2 results from an estimated 2 matches for "eurjpi".
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eurjpy
2009 Mar 03
1
zoo and coredata() classes
Hi guys
I have a reasonably basic question with zoo usage, but I havent been able
to find a satisfactory workaround yet.
Heres a simple example of what I'm talking about (the following data frame
contains numeric columns that contains NAs):
> head(ebs)
time src tstamp code bid ask
1 2009-03-03 13:03:29.536 perf.Tib_listener 14980321164
EBS.REC.EURJPY=EBS.NaE 123.48 NA
2 2009-03-03
2012 Apr 27
1
multivariate xts merge question
Hi,
I have an xts starting with a number of columns (currency pairs see below),
then I add new ones which are derived from existing ones (like adding the
moving average of a column) by merging the new columns one by one. These
get the name of the column they are calculated from concatenated with ".1".
All done by merge.xts, easy.
Now, I have a function (procState below) which generates