Merge dataset with different lengths

Question

Jesper Solheimsnes 2021-3-25

回答： dpb 2021-3-25

Hi all,

I have 3 datasets with returns from the indexes; DAX, SP500 and NIKKEI I want to merge.

They all start from February 21st 2021, but the tables are in different lengths. e.g. the DAX index length is 8550, NIKKEI 14443 and SP500 is 23407.

I want to merge these 3 tables from 21st of February back to the first period in time which I have data for all three tables jointly.

i.e. I want to merge the data such that my table consists of all 3 returns ranging from 21st of february 2021, with a length of 8550.

I have an additional column in all three tables with dates which I can use as a "reference" to sort the data, but I am not able to figure out how.

Can anyone help me?

Answer 1

dpb 2021-3-25

TT = synchronize(DAX,SP500,'intersection');
TT = synchronize(TT,NIKKEI,'intersection');

where DAX, SP500 and NIKKEI are the three timetables you have.