Displaying 3 results from an estimated 3 matches for "holidaynyse".
2007 Dec 11
0
holidayNYSE missing some
...> */home: 206-632-6522
> cell: 206-910-5229/*
>
>
> ----- Original Message ----
> From: Joe W. Byers <ecjbosu@aol.com>
> To: John Putz <johnputz3655@yahoo.com>
> Cc: r-sig-finance@stat.math.ethz.ch
> Sent: Friday, December 7, 2007 9:26:29 PM
> Subject: Re: holidayNYSE missing some
>
>
> John Putz wrote:
> > The correct behavior is to shift the holiday to Friday (from Sat) or
> to Monday (from Sun). I'm not actually using this for NYSE holidays
> but for power industry holidays and made a version to handle those
> changes as well a...
2011 Aug 01
1
Identifying US holidays
...y(chron) # Says that none of those dates are holidays
?is.holiday says: "holidays" is an object that should be listing
holidays. But I want to figure out which of my dates are US holidays
and don't want to provide a list of
Package timeDate does almost what I need:
library(timeDate)
holidayNYSE(2008:2010)
holidayNYSE()
However, I don't need all the NYSE holidays (like Good Friday). Just
the major US holidays - New Years, MLK, Memorial Day, Independence
Day, Labor Day, Halloween, Thanksgiving, Christmas.
Is there any way to identify major US holidays?
Thanks a lot!
-
Dimitri Liakhov...
2009 Sep 11
0
Rmetrics timeDate - business days between dates
...){
temp <- c(temp,holidays(k))
}
temp <- window(temp, start = start, end = end)
dts <- seqs[isBizday(seqs,temp)]
}
bdays <- length(dts)
return(bdays)
}
### using the function...
BuziInDates(as.Date('2009-09-11'), as.Date('2030-09-11') , holidayNYSE)
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