Bjørn,
na.locf(merge(hourly,daily))
Depending on how/where your hourly lines up you may need to adjust the
daily series to map to a particular hour stamp that matches the hourly
series.
HTH,
Jeff
e.g.
hourly <- xts(1:33, timeBasedSeq('2009-01-01 8/2009-01-02 16'))
daily <- xts(1:2, as.POSIXct("2009-01-01")+c(8*60*60,86400))
na.locf(merge(hourly,daily))
hourly daily
2009-01-01 08:00:00 1 1
2009-01-01 09:00:00 2 1
2009-01-01 10:00:00 3 1
2009-01-01 11:00:00 4 1
2009-01-01 12:00:00 5 1
2009-01-01 13:00:00 6 1
2009-01-01 14:00:00 7 1
2009-01-01 15:00:00 8 1
2009-01-01 16:00:00 9 1
2009-01-01 17:00:00 10 1
2009-01-01 18:00:00 11 1
2009-01-01 19:00:00 12 1
2009-01-01 20:00:00 13 1
2009-01-01 21:00:00 14 1
2009-01-01 22:00:00 15 1
2009-01-01 23:00:00 16 1
2009-01-02 00:00:00 17 2
2009-01-02 01:00:00 18 2
2009-01-02 02:00:00 19 2
2009-01-02 03:00:00 20 2
2009-01-02 04:00:00 21 2
2009-01-02 05:00:00 22 2
2009-01-02 06:00:00 23 2
2009-01-02 07:00:00 24 2
2009-01-02 08:00:00 25 2
2009-01-02 09:00:00 26 2
2009-01-02 10:00:00 27 2
2009-01-02 11:00:00 28 2
2009-01-02 12:00:00 29 2
2009-01-02 13:00:00 30 2
2009-01-02 14:00:00 31 2
2009-01-02 15:00:00 32 2
2009-01-02 16:00:00 33 2
On Wed, Oct 21, 2009 at 8:46 AM, Bjorn Skogtro <
[hidden email]> wrote:
> Hi all,
> is there a cleaver way to multiply two (xts) time-series with different
> frequencies?
>
> One series is hourly, and the other daily. They consist of prices and
> exchangerates, respectively, and i want to use the same exchangerate for all
> hours on the same date.
>
> Is there perhaps some way to repeat the same exchange rate for all hours the
> same day? That was my initial idea, but I'd like to manage without the
> for-loops.
>
> Thanks, and all the best!
>
> Bjørn
>
> --
> Up, down, turn around
> Please dont let me hit the ground
> Tonight I think Ill walk alone
> Ill find my soul as I go home.
>
> [[alternative HTML version deleted]]
>
>
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--
Jeffrey Ryan
[hidden email]
ia: insight algorithmics
www.insightalgo.com
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