[R] date sequencing using the Fcalendar package

From: <markleeds_at_verizon.net>
Date: Fri 02 Jun 2006 - 02:26:48 EST

I am using the following command from the Fcalendar Package :

x = timeSequence("1992-12-31","1994-12-31")

and then y = as.character(x) is a vector of character strings

"[1] 1992-12-31" "1993-01-31" "1993-03-03" "1993-03-31" "1993-05-01" etc

This is very close to what I need and thank you very much to whomever wrote Fcalendar.
The problem is that I'm not sure what the algorithm is for creating these speicific dates ? At first I thought it might be 31 days between each but that's not the case for March ( see above). Regardless of what the algorithm is, does anyone know of an easy way to make sure the months I get back are US business days ? In other words, push any date that is not a US business day to the next US business day ? I can do it by hand but I have 10 years of data so it would be easier if there was some R way to do it ? I've looked through the fCalendar package but without success.

                                                 Thanks a lot.

R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Jun 02 02:43:13 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Mon 05 Jun 2006 - 08:10:41 EST.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.