Re: [R] Merging daily and weekly data

From: jim holtman <jholtman_at_gmail.com>
Date: Mon, 14 Apr 2008 06:27:22 -0400

Here is one way to get the 'week':

> x <- as.character(seq(20080401, 20080430))
> # get the week
> cbind(x, format(as.Date(x, "%Y%m%d"), "%W"))

      x

 [1,] "20080401" "13"
 [2,] "20080402" "13"
 [3,] "20080403" "13"
 [4,] "20080404" "13"
 [5,] "20080405" "13"
 [6,] "20080406" "13"
 [7,] "20080407" "14"
 [8,] "20080408" "14"
 [9,] "20080409" "14"

[10,] "20080410" "14"
[11,] "20080411" "14"

On Mon, Apr 14, 2008 at 6:09 AM, Řystein Myrland <Oystein.Myrland_at_nfh.uit.no> wrote:
> 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 would like to calculate a common date number or ID based on week number that enables me to merge these two datasets, so that it looks like this:
>
> quote_date year week week.price
> 20080407 2008 15 27.45
> 20080408 2008 15 27.45
> 20080409 2008 15 27.45
> 20080410 2008 15 27.45
> 20080411 2008 15 27.45
>
> The weekly price is constant for the 5 trading days in the daily file. Any good suggestions on how to do this?
>
> All the best,
> Oystein
>
> ______________________________________________
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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>

-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem you are trying to solve?

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Received on Mon 14 Apr 2008 - 12:10:35 GMT

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