Fill NAs in a data frame with previous day's observation in R

Asked Mar 14 '16 at 15:49

Active Mar 14 '16 at 15:53

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I have a data frame with stock returns r and the risk free rate of return rf. For the risk free rate of return I do not have observations for all the days for which I have observations for the stocks. Thus, I want to fill the missing values in the time series of the risk free returns by their previous day's observation in order to get rf_new.

My data looks like

date          r          rf         rf_new
2013-01-02    0.0211     0.0100     0.0100
2013-01-03    0.0101     0.0099     0.0099
2013-01-04    -0.010     NA         0.0099
2013-01-05    0.0031     0.0111     0.0111
2013-01-07    -0.003     NA         0.0111
2013-01-08    0.0050     NA         0.0111
...

How can I get rf_new?

edited Mar 14 '16 at 15:53

Frank

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asked Mar 14 '16 at 15:49

jeffrey

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Please read [this](http://meta.stackoverflow.com/questions/318933/warn-r-users-from-adding-dataframes-tag-instead-of-data-frame-tag) for future questions – David Arenburg Mar 14 '16 at 15:52
Thanks for the hint! I will keep that in mind for future questions. – jeffrey Mar 14 '16 at 15:56
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Another hint: use google. "Fill NAs in a data frame with previous R", second hit. – Henrik Mar 14 '16 at 15:57

Fill NAs in a data frame with previous day's observation in R

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