Subsetting Second to Last Day of the Month
Ilya, Thanks for such a fast reply. The output is the last day of each month in my dataset - so sometimes not necessarily the last day of each month - but the last day of the month within my dataset (which is just the business days): [image: Inline image 1] Please let me know if you have any suggestions on how I can progress along with this issue and thanks in advance. Kind Regards, AG
On Wed, Oct 28, 2015 at 1:36 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:
Do you know what the output of the endpoints function is? It's trivial from there. On Oct 28, 2015 12:35 PM, "Am Gut" <agquantr at gmail.com> wrote:
Good Morning Everyone, I have essentially two questions. I am trying to subset a an existing dataset based on the last two business days of each month in the dataset. I am able to subset based on the last business day of each month (or the last day as I am only using business days in my dataset) via the following code: ##identify second to last business day of every month month_end = lookback_returns_nona[endpoints(lookback_returns_nona, on="months"),] However, I do not have to make this the second to last day instead. In addition, can someone help me understand how I could do the last business day of each month and the second to last business day of each month? My dataset simply contains a date index, and a few variables with daily returns: [image: Inline image 1] As a side note, I am new to the forum so please feel free to let me know if I am not observing proper posing rules. Thanks in advance as any help would be extremely useful. Kind Regards, AG
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