Here is the correct version. The old version is the redirect only version of
the script.
### BEGIN SCRIPT ####
#!/usr/bin/perl
######
# --start, -s = The date you would like to start generating regressors
#--end, -e = When to stop generating holiday regressros
# --scope, -c = D, W for Daily or Weekly respectively (e.g. Does this week
have a particular holiday)
# --file, -f = Ummm where to write the output silly!
#
# **NOTE** The EOM holiday is "End of Month" for computer systems this
may
be important for
# extra processing and what not.
#
# You may need to set yout TZ environment variable if the script cannot
# determine your time zone from the system (e.g. SET TZ=CST )
######
use Getopt::Long;
use Date::Manip;
use Spreadsheet::WriteExcel;
use Calendar::Functions;
use Date::Holidays::USFederal;
#use Date::Holidays;
use Set::Array;
use POSIX qw/strftime/;
use Time::Local;
my @regressors = ();
#my $holidays = Date::Holidays->new(countrycode => 'us');
$result = GetOptions ("start|s=s" => \$start,
"end|e=s" => \$end,
"scope|c=s" => \$scope,
"file|f=s" => \$filename);
open (OUTFILE, ">>$filename");
print "Generating Holiday Dummy Variables starting $start to $end generated
by $scope. Output to
$filename \n";
#print all the dates based on scope as a test
$startDate=ParseDate(\$start);
if (! $startDate) {
print "Error in the date";exit;
}
$endDate= ParseDate($end);
print OUTFILE "Start Date:
",UnixDate($startDate,"%m/%d/%Y"),"\n";
print OUTFILE "End Date: ",$end,"\n";
# print OUTFILE "Last Day in Month: ",UnixDate(ParseDate("last
day in JAN
2004"),"%m/%d/%Y"),"\n";
print OUTFILE
"Date,HLY-NewYear,HLY-MLK,HLY-PRES,HLY-MEMORIAL,HLY-J4,HLY-LABOR,HLY-COLUMBUS,HLY-VETS,HLY-THANKS,HLY-XMA
S,HLY-ELECT,HLY-PATRIOT,EOM\n";
$baseDate=$startDate;
if ($scope eq "d"){
while(Date_Cmp($baseDate,$endDate)<0)
{
print OUTFILE UnixDate($baseDate,"%m/%d/%Y"), ",";
if(holidayCheck($baseDate) eq "New Year's Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Martin Luther King, Jr. Day"){print
OUTFILE
"1,"} else {print OUTFILE
"0,"};
if(holidayCheck($baseDate) eq "Presidents' Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Memorial Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Independence Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Labor Day"){print OUTFILE
"1,"} else {print
OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Columbus Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Veterans' Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Thanksgiving Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Christmas Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "Election Day"){print OUTFILE
"1,"} else
{print OUTFILE "0,"};
if(holidayCheck($baseDate) eq "U.S. Patriot Day Unofficial
Observation"){print OUTFILE "1,"} else {print
OUTFILE "0,"};
if(holidayCheck($baseDate) eq "EOM"){print OUTFILE "1"} else
{print OUTFILE
"0"};
print OUTFILE "\n";
$baseDate=DateCalc($baseDate,"+1 day");
}
} # END IF D
if($scope eq "w") {
while(Date_Cmp($baseDate,DateCalc($endDate,"+7 days"))<0)
{
print OUTFILE UnixDate($baseDate,"%m/%d/%Y"), ",";
if(
(holidayCheck(DateCalc($baseDate,"+0 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+1 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+2 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+3 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+4 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+5 days")) eq "New Year's
Day") ||
(holidayCheck(DateCalc($baseDate,"+6 days")) eq "New Year's
Day")
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Martin Luther
King, Jr. Day"
||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Martin Luther
King, Jr. Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Presidents'
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Presidents'
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Memorial
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Memorial
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Independence
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Independence
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Labor Day"
||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Labor Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Columbus
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Columbus
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Veterans'
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Veterans'
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Thanksgiving
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Thanksgiving
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Christmas
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Christmas
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "Election
Day" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "Election
Day"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "U.S. Patriot Day
Unofficial
Observation" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "U.S. Patriot Day
Unofficial
Observation"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
if(
holidayCheck(DateCalc($baseDate,"+0 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+1 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+2 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+3 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+4 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+5 days")) eq "EOM" ||
holidayCheck(DateCalc($baseDate,"+6 days")) eq "EOM"
){print OUTFILE "1,"} else {print OUTFILE "0,"};
print OUTFILE "\n";
$baseDate=DateCalc($baseDate,"+7 days");
} #end while
} #end if w
close (OUTFILE);
sub holidayCheck {
my $t = shift;
my $y = UnixDate($t,"%Y");
my $m = UnixDate($t,"%m");
my $B = UnixDate($t,"%B");
my $d = UnixDate($t,"%d");
my $checkDate = "$m/$d/$y";
SWITCH: {
$checkDate eq "01/01/$y" and do {return "New Year's
Day";};
$checkDate eq UnixDate(ParseDate("3rd monday of january
$y"),"%m/%d/%Y") and
do {return "Martin Luther
King, Jr. Day";};
$checkDate eq UnixDate(ParseDate("3rd monday of february
$y"),"%m/%d/%Y")
and do {return "Presidents'
Day";};
$checkDate eq UnixDate(ParseDate("last monday of may
$y"),"%m/%d/%Y") and do
{return "Memorial Day";};
$checkDate eq "07/04/$y" and do {return "Independence
Day";};
$checkDate eq UnixDate(ParseDate("first monday of september
$y"),"%m/%d/%Y")
and do {return "Labor
Day";};
$checkDate eq UnixDate(ParseDate("second monday of october
$y"),"%m/%d/%Y")
and do {return "Columbus
Day";};
$checkDate eq "11/11/$y" and do {return "Veterans'
Day";};
$checkDate eq UnixDate(ParseDate("fourth thursday of november
$y"),"%m/%d/%Y") and do {return
"Thanksgiving Day";};
$checkDate eq "12/25/$y" and do {return "Christmas Day";};
$checkDate eq UnixDate(ParseDate("first tuesday of november
$y"),"%m/%d/%Y")
and do {return "Election
Day";};
$checkDate eq "09/11/$y" and do {return "U.S. Patriot Day
Unofficial
Observation";};
$checkDate eq UnixDate(ParseDate("last day in $B
$y"),"%m/%d/%Y") and do
{return "EOM";};
} #END SELECT
}
sub first_sunday_of_calmonth {
my $m = shift;
my $y = shift;
my $dow = strftime("%w", 0,0,0,1,$m-1,$y-1900);
my $time = timelocal(0,0,0,1,$m-1,$y-1900);
return $time - ($dow * 24 * 60 * 60);
}
#### END SCRIPT ####
[[alternative HTML version deleted]]
