[R] timeDate object - days, months manipulation & arithmetic

Young Cho young.stat at gmail.com
Thu Mar 15 05:10:44 CET 2007


Hi,

Thanks so much in advance for your help!

I just started using 'timeDate' object to manipulate daily time  
series data. After reading some documents, I created an object  
'bizday' to do some business-day computation. E.g.

 > bizday = timeSequence 
(from='20010101',to='20070313',by='day',FinCenter
+ ='America/Eastern')
 > bizday = bizday[ isBizday(bizday,holidays=holiday.NYSE(2001:1007)) ]

Now, I can find what month ith business day is in, or add 10 business  
days to it:

 > i = 100
 > bizday[100]
[1] "America/Eastern"
[1] [2001-05-24]
 > format(bizday[i],'%Y%m')
[1] "200105"
 > format(bizday[i+10],'%Y%m')
[1] "200106"

But, I want to get the previous month for the ith business day. for  
the above example, it would be "200104". How can I do that? Are there  
some functions ( or even other pkg) dealing w/ these ? Or, am I doing  
it in a bad way and there is much simpler & clean way of doing stuff  
like this? Any advice will be greatly appreciated.

Young.



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