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truncates
2003 Jun 19
1
Import time series data with uneven dates
I am trying to import a file of daily index closing prices in business time
which excludes weekends and holidays so deltat is not constant. My file
looks like the following:
date close
2003.0055 47.05
2003.0082 45.71
2003.0164 43.45
2003.0192 42.96
2003.0219 44.56
2003.0247 42.99
2003.0274 42.28
2003.0356 41.74
etc.
>From what I saw in the EuStockMarkets file, it appears