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mykland
2008 Apr 14
3
Merging daily and weekly data
Dear R-help group,
I have a dataset with daily closing prices from a stock exchange (consecutive 5 trading days) from a firm trading a specific commodity. The date variable looks like:
quote_date
20080411
With the format; yyyymmdd.
Moreover, I have another data set with a (average) weekly price of the underlying commodity. The date variables in this dataset are only year and a week number.
I
2010 Feb 16
2
Reshaping grouped data
...o the group weights (w).
My final data would look like:
w <- c(100,23,222,12,192,56,309,81)
y <- c(0,1,0,1,0,1,0,1)
x1 <- c(0,0,0,0,1,1,1,1)
x2 <- c(0,0,1,1,0,0,1,1)
Data.long <- as.data.frame(cbind(w,y,x1,x2))
Data.long
Any suggestions?
All the best,
Oystein Myrland
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