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I am finding a gap in continuous data that is throwing a wrench in a bivariate VAR. I need a way to sum the weekend data of one variable in order to match a day by day set of another (stock price data), How do I do that?
set1
date var1
20130411 2.3
20120412 3.1
20120413 .
20130414 .
20130415 2.4
set2
date var2
20130411 1.1
20120412 1.5
20120413 3.0
20130414 -2.0
20130415 -0.5
set1
date var1 var2 combinedvar2
20130411 2.3 1.1 1.1 (thu)
20120412 3.1 1.5 2.5 =(1.5 + 3.0 -2.0) (friday)
20120413 . 3. 0 . (sat)
20130414 . -2.0 . (sun)
20130415 2.4 -.05 -.05 (mon)
I can't seem to get find a weekend function that would help me do this. Any ideas?
Thanks
vikingo