I am working with an financial time series daily data from 2006-2020. For some years there are 305 trading days and for some years there are 256 trading days. This is happening because of inclusion of saturday in case of 305 trading days and exclusion of saturdays as trading days in 256 trading days. Moreover, there are also trading holidays different in every year.
rfut = ts(rfut , start=c(2006,5), frequency=305). This is not showing all the dates.
My question is how to declare time series objects for these type of irregular data or dated observations.
I need your suggestions.