I have a xts object made of daily closing prices I have acquired using quantmod.
Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together SP500wd <- cbind(SP500, SP500wd) # subset Monday into one xts object SPmon <- subset(SP500wd, SP500wd$..2=="2") I then used the package lubridate to show the days of the week. Due to the requirement of an xts objects to be numeric you will see each day is represented as a number so that Monday is =2, Tuesday=3, Wednesday=4, Thursday=5, Friday=6, Saturday=7. Since this is a financial index you will only see the numbers 2-6 or Monday-Friday. I want to subset the data by using the day column. I would like some help to figure out the best way to accomplish a few objectives. 1. Subset the data so that I only show Monday in sequence. However, I do want to make sure that it shows the date, price and the ..2 colum(which is the day of week) after Sub setting the data (I have it done but not sure if it is the best way) 2. Rearrange the object (hopefully without destroying the xts object) so that my data lines up like a weekly calendar. So it would look like the follow. Long Date Monday Monday Price Monday Day Index Long Date Tuesday Tuesday Price Tuesday Day Index Long Date Wednesday Wednesday Price Wednesday Index Long Date Thursday Thursday Price Thursday Index Friday Friday Price Friday Index 1/5/2009 92.85 2 1/6/2009 93.47 3 1/7/2009 90.67 4 1/8/2009 84.4 5 1/9/2009 89.09 6 1/12/2009 86.95 2 1/13/2009 87.11 3 1/14/2009 84.37 4 1/15/2009 91.04 5 1/16/2009 85.06 6 MLK Mondy MLK Monday MLK Monday 1/20/2009 80.57 3 1/21/2009 84.05 4 1/22/2009 82.75 5 1/23/2009 83.11 6 1/26/2009 83.68 2 1/27/2009 84.53 3 1/28/2009 87.39 4 1/29/2009 84.55 5 1/30/2009 82.83 6 Thank you, Douglas [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.