Hello I have two times series for the same asset. Unfortunately, the series
with the most history has been discontinued. I want to combine the old
series with the new one in a new zoo object. I tried combining them using
ifelse, but the result is a vector, not a zoo object. In other words, I lost
the dates in the process.
How do I get the result in a zoo object?
Here's my attempt:
#build series for reproducible example
z <- zoo(matrix(1:20,ncol=2),
as.Date(c("1992-01-10", "1992-01-17", "1992-01-24", "1992-01-31",
"1992-02-07", "1992-02-14", "1992-02-21", "1992-02-28", "1992-03-06",
"1992-03-13")))
z[1:5,1] <-NA
z[8:10,2] <-NA
#initial series with imcompletes
z
#my function
bc.combine <-function(imcomplete.1,fill.with.2){
res <-ifelse(!is.na(imcomplete.1),imcomplete.1,fill.with.2)
return(res)
}
#two zoo objects as inputs but the result is a vector
bc.combine(z[,2,drop=F],z[,1,drop=F])
[,1]
[1,] 11
[2,] 12
[3,] 13
[4,] 14
[5,] 15
[6,] 16
[7,] 17
[8,] 8
[9,] 9
[10,] 10
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