I have two time series

a <- ts(1:10, start=c(1,6), end=c(2,5), frequency=10)

b <- ts(1:5, start=c(2,1), end=c(2,5), frequency=10)

Obviously 'b' is a subset of 'a'. I want a single index value indicating

where that start of 'b' lines up with the start of 'a'. So in this simple

example I would expect an index of 5. I was playing with 'merge'. But, for a

'ts' object this does not produce anything that is useful:

> merge(a,b)

x

1 1

2 2

3 3

4 4

5 5

I get the same answer if I use 'merge(b,a)' so I don't know how to convert

this result to something useful. So then I decided to use 'xts'. But the

conversion fails:

> ax <- as.xts(a)

Error in as.xts.ts(a) : could not convert index to appropriate type

For this simple example I could code it myself using a simple for loop but

if I add capability to handle missing dates, different frequencies, etc. it

gets complicated very fast. It seems that 'xts' has more extensive date

handling facilities that 'ts' but I am stuck since it doesn't look like I

can convert from 'ts' to 'xts'.

Thanks in advance for your suggestions.

Kevin

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