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