Synchronization of data in time series

[carbovins]

Hello,

I have two time series in which they are irregularities (i.e. data for one serie in some dates and not for the other serie). I would like to convert the data into a regular set of data in which there are observations in both series for each date. Can I add observations in any blanks that correspond to any missing days (for any serie), by taking the mean between the values before and after the blank? Or, is there a better method?

Thanks,

Vins