[R-SIG-Finance] Create a Monday-Friday time series?
Mark Knecht
markknecht at gmail.com
Thu Jan 6 18:51:42 CET 2011
On Thu, Jan 6, 2011 at 9:29 AM, <Murali.Menon at avivainvestors.com> wrote:
> Hi,
>
> For US holidays, the timeDate package in Rmetrics has a function holidayNYSE() to which you pass a numeric range for years, e.g. holidayNYSE(1980:1990).
>
> Cheers,
> Murali
>
Thanks Murali. I'd not check out Rmetrics before so the install
procedure threw me a little bit, but I got it installed and it looks
helpful on the holiday part of my problem.
Cheers,
Mark
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