[R] Identifying US holidays

[Dimitri Liakhovitski]

To be specific, I only need to get rid of 2 NYSE holidays:
Washington's Birthday and Good Friday.
Is there a way to reduce the vector of NYSE holidays in timeDate by
throwing out those two?
Thank you!
Dimitri

On Mon, Aug 1, 2011 at 4:24 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> <michael.weylandt at gmail.com> wrote:
> Don't know if this is sufficiently slick for this list (which never fails to impress me with quick and elegant solutions) but I would point out to you that GF is the only NYSE holiday falling in March or April so it shouldn't be hard to discard it if desired.
>
> Michael Weylandt
>
> On Aug 1, 2011, at 4:18 PM, Dimitri Liakhovitski <dimitri.liakhovitski at gmail.com> wrote:
>
>> Just to clarify - I realize that "major" is subjective here. Maybe I
>> should say "most common".
>> But maybe there is a way for me to select from a list of all NYSE
>> holidays and flag only some of them?
>> Just not sure how to do it...
>> Thanks!
>> Dimitri
>>
>> On Mon, Aug 1, 2011 at 3:45 PM, Dimitri Liakhovitski
>> <dimitri.liakhovitski at gmail.com> wrote:
>>> Hello!
>>>
>>> I am trying to identify which ones of a vector of dates are US
>>> holidays. And, ideally, which is which. And I do not know (a-priori)
>>> which dates those should be.
>>> I have, for example:
>>>  x<-seq(as.Date("2011-01-01"),as.Date("2011-12-31"),by="day")
>>> (x)
>>>
>>> I think chron should help me here - but maybe I am not using it properly:
>>>
>>> library(chron)
>>> is.holiday(chron) # Says that none of those dates are holidays
>>>
>>> ?is.holiday says: "holidays" is an object that should be listing
>>> holidays. But I want to figure out which of my dates are US holidays
>>> and don't want to provide a list of
>>>
>>> Package timeDate does almost what I need:
>>> library(timeDate)
>>> holidayNYSE(2008:2010)
>>> holidayNYSE()
>>>
>>> However, I don't need all the NYSE holidays (like Good Friday). Just
>>> the major US holidays - New Years, MLK, Memorial Day, Independence
>>> Day, Labor Day, Halloween, Thanksgiving, Christmas.
>>> Is there any way to identify major US holidays?
>>>
>>> Thanks a lot!
>>>
>>> -
>>> Dimitri Liakhovitski
>>> marketfusionanalytics.com
>>>
>>
>>
>>
>> --
>> Dimitri Liakhovitski
>> marketfusionanalytics.com
>>
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>



-- 
Dimitri Liakhovitski
marketfusionanalytics.com