[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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