Can anyone show me how to select the states that have equal times-dates. For example, i have two time series. First that have 10 observations, say from 2014/10/1 to 2014/10/10, and second that have 7 observations say from 2014/10/2 to 2014/10/8.Now,I want to select the states from first and second series on equal times-dates. To be more concrete I will write down a exact problem: Two financial series of stock prices (Period 2007/1/1/ to 2014/10/20):
f1 = FinancialData["PA:ACA", "Return", {{2007, 1, 1}, {2014, 10, 20}}];
f2 = FinancialData["PA:AIR", "Return", {{2007, 1, 1}, {2014, 10, 20}}];
These series have 2031 and 2019 observations, respectively. I need to select the "states"-returns on the same "Times"-dates in order to estimate the covariance between stock returns.