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Timedate problems in Rmetrics
2 messages · John Kerpel, Yohan Chalabi
"JK" == John Kerpel <john.kerpel at gmail.com> on Tue, 9 Mar 2010 17:00:35 -0600
JK> Hi folks! JK> JK> Shouldn't the following code cut out New Year's Day (2008-01-01) JK> and MLK day JK> (2008-01-21) ? JK> JK> I need a sequence without holidays as well as weekends. Thx! JK> JK> John JK> JK> tS<-timeSequence(from = "2008-01-01", to = "2008-01-31", by = JK> "day") JK> JK> tS[isBizday(tS, holidayNYSE())] Hi John, You need to specify the year in holidayNYSE otherwise it uses the current one. try with tS[isBizday(tS, holidayNYSE(2008))] HTH, Yohan JK> JK> GMT JK> [1] [2008-01-01] [2008-01-02] [2008-01-03] [2008-01-04] JK> [2008-01-07] JK> [2008-01-08] [2008-01-09] JK> [8] [2008-01-10] [2008-01-11] [2008-01-14] [2008-01-15] JK> [2008-01-16] JK> [2008-01-17] [2008-01-18] JK> [15] [2008-01-21] [2008-01-22] [2008-01-23] [2008-01-24] JK> [2008-01-25] JK> [2008-01-28] [2008-01-29] JK> [22] [2008-01-30] [2008-01-31] JK> JK> holidayNYSE(2008) JK> NewYork JK> [1] [2008-01-01] [2008-01-21] [2008-02-18] [2008-03-21] JK> [2008-05-26] JK> [2008-07-04] [2008-09-01] JK> [8] [2008-11-27] [2008-12-25]
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