Have you reviewed "White Paper" on "timeDate / timeSeries"
downloadable from "www.rmetrics.org"? I believe this should answer your
question. It is my understanding that "fCalendar" was designed to help
people coordinate trading times and dates between different financial
markets all around the world, adjusting for varying national holidays as
well as time zone and weekend effects. If you would like further help
from this listserve, please submit another post.
Hope this helps,
Spencer Graves
[EMAIL PROTECTED] wrote:
> 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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