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

[Am Gut]

Ilya,

Thanks for such a fast reply. The output is the last day of each month in
my dataset - so sometimes not necessarily the last day of each month - but
the last day of the month within my dataset (which is just the business
days):

[image: Inline image 1]

Please let me know if you have any suggestions on how I can progress along
with this issue and thanks in advance.

Kind Regards,

AG

On Wed, Oct 28, 2015 at 1:36 PM, Ilya Kipnis <ilya.kipnis at gmail.com> wrote:

> Do you know what the output of the endpoints function is? It's trivial
> from there.
> 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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