CODEWITHSUNDEEP
rdatetime-seriesfinancial
rabaie Remon
rabaie Remon

Reputation: 11

Date and financial data

I have a set of one year finacial data. The data is collected in working days. Is there any way in R to assign to each data point a date given that the first data point was collected for eaxmple on juanari the 3th.

Upvotes: 1

Views: 213

Answers (2)

IRTFM
IRTFM

Reputation: 263342

The timeDate package offers functions to extract business days in whatever financial center you happen to favor (there are almost 500 such financialcenters in their classification).

Upvotes: 1

Andrie
Andrie

Reputation: 179428

You need to take two steps to get to a solution:

  1. Create a sequence of dates using seq.Date
  2. Use wday to calculate the day of the week and remove all days with value 1 (Sunday) and 7 (Saturday)

The code and results:

startdate <- as.Date("2011-01-03")
dates <- seq(startdate, by="1 day", length.out=15)
dates[wday(dates) != 1 & wday(dates) != 7]
 [1] "2011-01-03" "2011-01-04" "2011-01-05" "2011-01-06" "2011-01-07"
 [6] "2011-01-10" "2011-01-11" "2011-01-12" "2011-01-13" "2011-01-14"
[11] "2011-01-17"

PS. You will have two keep a separate lists of holidays in your region and remove these from the list.

Upvotes: 2

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