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" <agqua...@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 > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. >
_______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.