[R] number of trading days
threshold
r.kozarski at gmail.com
Wed May 21 13:44:32 CEST 2008
Hi, I work on the date format: yyyymmdd. I would like to calculate the number
of (working or trading) days between two of such specified dates in specific
year at US stock exchange OR at least with respect to 252-days year.
What I did so far was the conversion (example):
x<-20060213; y<-20060402 # refering to January 13 and April 2, 2006
x1 <- as.Date(as.character(x), "%Y%m%d")
y1 <- as.Date(as.character(y), "%Y%m%d")
# nuber of calendar days
nr_cal<-diff(rbind(x1,y1))
best regards, robert
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