Hi folks!

Shouldn't the following code cut out New Year's Day (2008-01-01) and MLK day
(2008-01-21) ?

I need a sequence without holidays as well as weekends.  Thx!

John

tS<-timeSequence(from = "2008-01-01", to = "2008-01-31", by = "day")

tS[isBizday(tS, holidayNYSE())]

GMT
 [1] [2008-01-01] [2008-01-02] [2008-01-03] [2008-01-04] [2008-01-07]
[2008-01-08] [2008-01-09]
 [8] [2008-01-10] [2008-01-11] [2008-01-14] [2008-01-15] [2008-01-16]
[2008-01-17] [2008-01-18]
[15] [2008-01-21] [2008-01-22] [2008-01-23] [2008-01-24] [2008-01-25]
[2008-01-28] [2008-01-29]
[22] [2008-01-30] [2008-01-31]

holidayNYSE(2008)
NewYork
[1] [2008-01-01] [2008-01-21] [2008-02-18] [2008-03-21] [2008-05-26]
[2008-07-04] [2008-09-01]
[8] [2008-11-27] [2008-12-25]


> sessionInfo()
R version 2.10.1 (2009-12-14)
i386-pc-mingw32

locale:
[1] LC_COLLATE=English_United States.1252  LC_CTYPE=English_United
States.1252
[3] LC_MONETARY=English_United States.1252 LC_NUMERIC=C

[5] LC_TIME=English_United States.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] timeSeries_2110.86 timeDate_2110.87

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