[R] Help in grouping time stamped data and general stats help

Neil Osborne r_stuff_online at hotmail.com
Thu May 15 00:32:49 CEST 2003


I am a new comer to R. I want to carrying out some exploratory data analysis 
on some financial data which has been time stamped. The data is a Microsoft 
database and I can access it using the RODBC package. The data consists of a 
5 minute sampling of market prices. However, there are periods for which 
there is no data (these periods occur randomly), and is typically caused by 
a system crash. Consequently, the timestamps are not evenly spaced.

I would be most grateful if someone could show me how to do the following 
(using R):

1). Aggregate the data into time buckets (bins) of my choice for e.g. 0-1 
hr, 1hr-2hr etc
2). Carry out tests to check time of day effects


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