Dear all i have a time series containing trading dates and historical stock prices: Date Price 10-Jan-2007 100 11-Jan-2007 101 13-Jan-2007 99 ...... ...... ...... 10-Nov-2007 200
i want to sample every 21st data of each month: 21-Jan-2007 101 21-Feb-2007 111 21-Mar-2007 131 ...... ...... ...... 21-Oct-2007 140 1) how can i do that? 2) if some of the dates are non-trading day, how can i tell "R" to use "modified following" or "following" data? thanks carles ______________________________________________ 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.
