Create a Monday-Friday time series?

Thanks Gabor. That seems to work nicely.

What is chron trying to tell me about the origin? Is that specific to
my machine or did you see it also?

I am using 2.12.1.

Also, what's the command to package up some real data from a
data.frame so that it survives being emailed? When I respond back
later I want to include a few real trades so you can recreate whatever
I'm seeing.

Cheers,
Mark

On Thu, Jan 6, 2011 at 9:55 AM, Gabor Grothendieck

<SNIP>

To add to this try:

library(timeDate) # holidayNYSE
library(chron) # .Holidays / is.holiday / is.weekend

# this will be used by is.holiday
.Holidays <- chron(as.Date(holidayNYSE(year = 2010)))

StartDate <- as.Date("2010-01-01")
EndDate <- as.Date("2010-04-01")

dd <- seq(StartDate, EndDate, by = "day")

dd[!is.weekend(dd) & !is.holiday(dd)]

<SNIP>

library(timeDate) # holidayNYSE
library(chron) # .Holidays / is.holiday / is.weekend

# this will be used by is.holiday
.Holidays <- chron(as.Date(holidayNYSE(year = 2010)))

Error in convert.dates(dates., format = fmt, origin. = origin.) :
  object dates. must be numeric or character

StartDate <- as.Date("2010-01-01")
EndDate <- as.Date("2010-04-01")

dd <- seq(StartDate, EndDate, by = "day")

dd[!is.weekend(dd) & !is.holiday(dd)]

[1] "2010-01-01" "2010-01-04" "2010-01-05" "2010-01-06" "2010-01-07"
 [6] "2010-01-08" "2010-01-11" "2010-01-12" "2010-01-13" "2010-01-14"
[11] "2010-01-15" "2010-01-18" "2010-01-19" "2010-01-20" "2010-01-21"
[16] "2010-01-22" "2010-01-25" "2010-01-26" "2010-01-27" "2010-01-28"
[21] "2010-01-29" "2010-02-01" "2010-02-02" "2010-02-03" "2010-02-04"
[26] "2010-02-05" "2010-02-08" "2010-02-09" "2010-02-10" "2010-02-11"
[31] "2010-02-12" "2010-02-15" "2010-02-16" "2010-02-17" "2010-02-18"
[36] "2010-02-19" "2010-02-22" "2010-02-23" "2010-02-24" "2010-02-25"
[41] "2010-02-26" "2010-03-01" "2010-03-02" "2010-03-03" "2010-03-04"
[46] "2010-03-05" "2010-03-08" "2010-03-09" "2010-03-10" "2010-03-11"
[51] "2010-03-12" "2010-03-15" "2010-03-16" "2010-03-17" "2010-03-18"
[56] "2010-03-19" "2010-03-22" "2010-03-23" "2010-03-24" "2010-03-25"
[61] "2010-03-26" "2010-03-29" "2010-03-30" "2010-03-31" "2010-04-01"