## Use Microsofts' OHLCV Price Series -
head(MSFT)
end(MSFT)
## Cut out April Data from 2001 -
Close <- MSFT[, "Close"]
tsApril01 <- window(Close, start="2001-04-01", end="2001-04-30")
tsApril01
## Align Daily Series with NA -
tsRet <- returns(tsApril01, trim = TRUE)
GoodFriday(2001)
EasterMonday(2001)
alignDailySeries(tsRet, method = "fillNA", include.weekends = FALSE)
alignDailySeries(tsRet, method = "fillNA", include.weekends = TRUE)
## Align Daily Series by Interpolated Values -
alignDailySeries(tsRet, method = "interp", include.weekend = FALSE)
alignDailySeries(tsRet, method = "interp", include.weekend = TRUE)
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