[R] date sequencing using the Fcalendar package

markleeds at verizon.net markleeds at verizon.net
Thu Jun 1 18:26:48 CEST 2006

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.

More information about the R-help mailing list