[R-SIG-Finance] Problem in output of "countMonthlyRecords" in Package "timeSeries"

Michael Weylandt michael.weylandt at gmail.com
Sun Mar 29 05:56:48 CEST 2015


If you have data from each trading day, something like

quantmod::apply.monthly(x, NROW)

might work. 

If your data is spotty, you need to tell us more about your data provider.

As always, http://sscce.org is your friend. 

Michael

> On Mar 27, 2015, at 1:39 PM, Pankaj K Agarwal via R-SIG-Finance <r-sig-finance at r-project.org> wrote:
> 
> Dear all,I had a 10-year daily irregular time series of stock returns and wanted to count number of trading days each month. The function countMonthlyRecords() did not return the no. of days in the last month of the series. Can anybody help? Thanks and Regards,Pankaj K Agarwal
> +91-94153 97472http://in.linkedin.com/in/pankajkagarwal/
>    [[alternative HTML version deleted]]
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