Intersection of Time Series
DESCRIPTION:
Binds several time series together into a single multivariate time series whose time domain is the intersection of the time domains of the component series.
USAGE: 
ts.intersect(..., dframe = F, eps = .Options$ts.eps)
REQUIRED ARGUMENTS:
...:
any number of arguments, each of which must be a univariate or multivariate time series. These can be "rts", "cts", or "its". NA values are allowed.
OPTIONAL ARGUMENTS:
dframe:
logical flag. If TRUE the resulting time series is returned as a data frame. The default, FALSE, is to return a matrix.
eps:
tolerance for determining equivalence between time values and for rounding non-integer values of deltat and frequency. Default is .Options$ts.eps
VALUE:
a multivariate time series.
DETAILS:
The multivariate time series is returned as a matrix (optionally, a data frame) with time domain that is the intersection of the time domains of all the input series (i.e., the maximum of the start times and the minimum of the end times).

The resulting matrix has a dimnames attribute. If an argument was given a name in the function call, then the corresponding column has that name. If the argument was itself a matrix, then its name is expanded with digits denoting its respective columns. If the argument is a matrix which has a dimnames attribute, then these are used for the corresponding column names.

You cannot mix calendar and non-calendar time domains.

Unlike ts.intersect, the function cbind, which allows time series, vectors or matrices as arguments, does not return a time series and makes no effort to make time parameters consistent.

SEE ALSO:
cbind , diff , lag , rnorm , rts , runif , ts.union .
EXAMPLES: 
x <- rts(rnorm(200), start = 0, freq = 7)
y <- rts(runif(100), start = 1, freq = 4)
noisy <- ts.intersect(x, y)
ts.intersect(x, lag(x), diff(x))