[R-SIG-Finance] Subsetting Second to Last Day of the Month

Ilya Kipnis ilya.kipnis at gmail.com
Wed Oct 28 18:36:38 CET 2015

Do you know what the output of the endpoints function is? It's trivial from
On Oct 28, 2015 12:35 PM, "Am Gut" <agquantr at gmail.com> wrote:

> Good Morning Everyone,
> I have essentially two questions. I am trying to subset a an existing
> dataset based on the last two business days of each month in the dataset. I
> am able to subset based on the last business day of each month (or the last
> day as I am only using business days in my dataset) via the following code:
> ##identify second to last business day of every month
> month_end = lookback_returns_nona[endpoints(lookback_returns_nona,
> on="months"),]
> However, I do not have to make this the second to last day instead. In
> addition, can someone help me understand how I could do the last business
> day of each month and the second to last business day of each month?
> My dataset simply contains a date index, and a few variables with daily
> returns:
> [image: Inline image 1]
> As a side note, I am new to the forum so please feel free to let me know
> if I am not observing proper posing rules. Thanks in advance as any help
> would be extremely useful.
> Kind Regards,
> AG
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