Article Outline
Data cleaning for time series analysis in R
Loading and cleaning data
JP <- JPN_right
UK <- UK_right
US <- USA_right2
remove NA
JP <- na.omit(JP)
UK <- na.omit(UK)
US <- na.omit(US)
convert to time series
UK <- as.xts(read.zoo(UK))
US <- as.xts(read.zoo(US))
JP <- as.xts(read.zoo(JP))
check the data
sum(index(JP) != index(UK))
sum(index(JP) != index(US))
length(JP) length(US) length(UK)
conbine each data
MSCI <- cbind(JP, UK, US)
count the number of NA
sum(is.na(MSCI))