[R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?

patzoul patzoul at free.fr
Sun Nov 30 17:43:01 CET 2008


I have a timeseries of stock data. How can I extract the last day of each
month on the series?

GMT
           STOXX50E.Close GSPC.Close N225.Close BSV.Close BND.Close
GSG.Close
2007-04-10           4301     1448.4      17665     74.99     75.24    
41.57
2007-04-11           4293     1438.9      17670     74.95     75.04    
41.45
2007-04-12           4280     1447.8      17540     75.12     75.03    
41.75
2007-04-13           4317     1452.8      17364     74.91     74.91    
41.80
2007-04-16           4379     1468.3      17628     75.00     74.98    
41.52
2007-04-17           4384     1471.5      17527     75.09     75.17    
41.16
2007-04-18           4359     1472.5      17667     75.19     75.31    
41.23
2007-04-19           4340     1470.7      17372     75.21     75.28    
41.00
2007-04-20           4417     1484.3      17453     75.25     75.26    
41.18
2007-04-23           4400     1480.9      17455     75.29     75.36    
41.62
2007-04-24           4368     1480.4      17452     75.33     75.48    
41.31
2007-04-25           4404     1495.4      17236     75.31     75.42    
41.78
2007-04-26           4414     1494.2      17429     75.22     75.26    
41.60
2007-04-27           4383     1494.1      17400     75.21     75.24    
42.14
2007-05-01           4392     1486.3      17275     75.26     75.32    
41.49
2007-05-02           4415     1495.9      17395     75.21     75.33    
41.22
2007-05-07           4441     1509.5      17670     75.24     75.39    
40.34
2007-05-08           4411     1507.7      17657     75.26     75.40    
40.84
2007-05-09           4425     1512.6      17748     75.27     75.31    
40.60
...

Thx


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