Re: [R] Merging daily and weekly data

From: Edwin Sendjaja <edwin7_at_gmx.net>
Date: Mon, 14 Apr 2008 12:59:48 +0100

Hi Oystein,

Maybe this is what you are looking for:

Keyword: merge()



table1<-read.table("daily.data")
table2<-read.table("weekly.data")

(maybe you need to create a new common coloumn for daily and weekly data set. For example: year_week)

data<-merge(table1, table2, by.x="year_week", by.y="year_week")  

data

I hope it helps,

Edwin Sendjaja

Am Montag, 14. April 2008 11:09:12 schrieb Řystein Myrland:
> 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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