I am given two time series of prices between 2009 and 2013. Price series A is weekly data, series B is monthly data. I would like to compare some basic descriptive statistics of these two time series data (such as mean, standard deviation etc).
Intuitively, I just wonder if the period sampling difference should be of any concern.... What could be some potential problems, and if there are ways to reduce the impact....
I guess the other way to put it is that, should I just pick the month-end numbers of series A to match the frequency of series B. I am not sure about this approach because the quality of statistics might be compromised for series A.
Thank you so much!