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last day of month values

4 messages · Lukas Kubin, Joerg Maeder

Lukas Kubin
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I have a stock market trading values time series. What's the best way to
extract the "last day of month" values. I looked at function window() but
doesn't appear suitable for this since it expects regular dates.
Thank you.

lukas

- -- 
Lukas Kubin
lukas.kubin at permonik.com
phone: 00420603836180
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Joerg Maeder
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Hallo Lukas,

try this code
#data
d <-
data.frame(day=c(1,10,15,30,2,16,18,28),month=c(1,1,1,1,2,2,2,2),value=c(8,9,7,5,6,4,1,2))
#find the highest day per month
ma <- tapply(d$day,d$month,max)
#get them values
d$value[match(as.numeric(names(ma))+(ma-1)/31,d$month+(d$day-1)/31)]

gruess

joerg
Lukas Kubin wrote:

  
    

      
      
    

  


  


      

    

    

      
      

        


  

        

      Lukas Kubin
    

    

      
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Hi Joerg,
thank you for the answer, however I have the timestamp in format 26-02-02.
Do I have to extract each part of the date?
Thank you.

lukas

        
On Tue, 26 Feb 2002, Joerg Maeder wrote:

        

            

      
      
      
    

        
- -- 
Lukas Kubin
lukas.kubin at permonik.com
phone: 00420603836180
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      Joerg Maeder
    

    

      
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Hi Lukas

use the functions stpftime and strptime (see R documentation)
eg: as.numeric(strftime(f,format="%m")) for the months, year: "%y", day:
"%d"
Be carefull about leadings 0 (3 or 03) and try to write the year in 4
digits!
if your date is a string you can use as.numeric(substring(date,from,
length))
eg: month <- as.numeric(substring(date,4,2))

        
Lukas Kubin wrote: