Use two different data sets and then cabins them. Its will figure it out, if you need to combine them. On Oct 28, 2015 2:35 PM, "Am Gut" <agqua...@gmail.com> wrote:
> Illya, > > Thanks for the help as I was able to get the intended result with the > following code (still one question remains): > > ##identify second to last business day of every month > month_end_rank = endpoints(matrix_rank, on ="months") > month_end_rank_minus = month_end_rank - 1 > month_end_rank_minus = rbind(month_end_rank_minus) > for (i in 1:nrow(month_end_rank_minus)) > { > if (month_end_rank_minus[i]< 0) > { > month_end_rank_minus = month_end_rank_minus[-i] > } > } > matrix_rank_minus = matrix_rank[month_end_rank_minus,] > > > However, if I wanted the second to last business day of each month and all > days of the year were loaded in the dataset, how would I communicate with R > that I want the second to last *business* day now that business days and > non-business days are loaded in the dataset. I would be going back a > different number of days different times. I have been looking through the > packages and still was unable to find an application. If you know of how, I > would also appreciate that insight. > > Thanks for all of your help today. I am up and running for now. > > AG > > On Wed, Oct 28, 2015 at 1:43 PM, Ilya Kipnis <ilya.kip...@gmail.com> > wrote: > >> As for the last day of each month as opposed to business day, then you >> need to have those holidays and weekends in your data set. >> On Oct 28, 2015 12:40 PM, "Am Gut" <agqua...@gmail.com> wrote: >> >>> 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.kip...@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" <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. >>>>> >>>> >>> >
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