Irregularly Spaced Data

Hi everyone. I apologize if this question is a bit left field but I'm getting a bit desperate and I need help. Basically, I have some irregularly spaced financial data. Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals. I was wondering if you folks know of any statistical methods to convert this irregularly spaced data into fixed interval data. Any help would be greatly appreciated. Thanks!

Scargle?

http://www.jstatsoft.org/v11/i02/v11i02.pdf

Have fun.

tkhunny said:

Scargle?

http://www.jstatsoft.org/v11/i02/v11i02.pdf

Have fun.

Click to expand...

Thanks. Yeesh this looks quite nasty. Is ther any software program for Windows that can do the stuff mentioned here?