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.
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