Identifying US holidays
Just to clarify - I realize that "major" is subjective here. Maybe I should say "most common". But maybe there is a way for me to select from a list of all NYSE holidays and flag only some of them? Just not sure how to do it... Thanks! Dimitri On Mon, Aug 1, 2011 at 3:45 PM, Dimitri Liakhovitski
<dimitri.liakhovitski at gmail.com> wrote:
Hello!
I am trying to identify which ones of a vector of dates are US
holidays. And, ideally, which is which. And I do not know (a-priori)
which dates those should be.
I have, for example:
?x<-seq(as.Date("2011-01-01"),as.Date("2011-12-31"),by="day")
(x)
I think chron should help me here - but maybe I am not using it properly:
library(chron)
is.holiday(chron) # Says that none of those dates are holidays
?is.holiday says: "holidays" is an object that should be listing
holidays. But I want to figure out which of my dates are US holidays
and don't want to provide a list of
Package timeDate does almost what I need:
library(timeDate)
holidayNYSE(2008:2010)
holidayNYSE()
However, I don't need all the NYSE holidays (like Good Friday). Just
the major US holidays - New Years, MLK, Memorial Day, Independence
Day, Labor Day, Halloween, Thanksgiving, Christmas.
Is there any way to identify major US holidays?
Thanks a lot!
-
Dimitri Liakhovitski
marketfusionanalytics.com
Dimitri Liakhovitski marketfusionanalytics.com