Hello All
I have time series data like given hereinbelow :-
The data is having dates. I tried using ts() but it requires frequency. As
i have holidays, saturdays sunday market closed, and also sometimes the
data may not be recorded. I want to create a time series object but i want
that where ever the holiday is the except saturday/sunday then it should
impute the mean of previous and the next working day. I want to do this so
that i can perfectly say that 5 obs is my weekly frequency, 25 is my
monthly etc :- Please help in this regards
> tui[1:15,]
Date Open High Low CloseNifty
1 2004-01-01 1880.35 1917.05 1880.35 1912.25
2 2004-01-02 1912.25 1951.70 1911.05 1946.05
3 2004-01-05 1946.30 1969.20 1930.75 1955.00
4 2004-01-06 1955.10 1979.05 1908.75 1926.70
5 2004-01-07 1927.95 1930.95 1888.10 1916.75
6 2004-01-08 1918.10 1973.45 1918.10 1968.55
7 2004-01-09 1969.00 2014.65 1957.45 1971.90
8 2004-01-12 1972.00 1980.55 1936.75 1945.60
9 2004-01-13 1944.70 1967.85 1926.10 1963.60
10 2004-01-14 1987.40 1995.20 1970.10 1982.15
11 2004-01-15 1983.20 2000.30 1933.25 1944.45
12 2004-01-16 1944.15 1953.05 1887.10 1900.65
13 2004-01-19 1901.90 1943.10 1874.95 1935.35
14 2004-01-20 1928.80 1957.65 1876.85 1893.25
15 2004-01-21 1895.45 1899.55 1811.35 1824.60
>
Thanks a lot
-gaurav
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