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<DIV><FONT face=Arial size=2>Hello All:</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Thank you, Prof. Ripley for your suggestion. My
newbiesque workaround to the problem was this:</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2> # Compute
sequence of dates for weekdays only (exclude weekends)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>
dts <- seq.dates("01/02/98", "01/10/01", by="day")<BR>
dts <- dts[!is.weekend(dts)]</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2> # Reformat
dates as YYYY/MM/DD</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>
m <- as.numeric(months(dts))<BR>
m <- ifelse(m<10,paste(0,m,sep=""),m)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>
d <- as.numeric(days(dts))<BR>
d <- ifelse(d<10,paste(0,d,sep=""),d)</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>
dte <- paste(years(dts),m,d,sep="/")</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>There must be a more elegant and aesthetically
pleasing alternative than this.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>Best wishes,</FONT></DIV>
<DIV><FONT face=Arial size=2>ANDREW</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>Andrew Criswell</FONT></DIV>
<DIV><FONT face=Arial size=2>Professor of Finance</FONT></DIV>
<DIV><FONT face=Arial size=2>Graduate School, Bangkok University</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
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