Hi,
R experts. I am a new user of R and trying to learn this program.
I have a problem. Here is the code.
d<-as.Date(c("2000/01/03","2000/01/05","2000/01/19","2000/01/28"))
r<-rnorm(4)
da<-data.frame(d,r)
a<-as.Date("01/01/2000","%d/%m/%Y")
b<-as.Date("30/01/2000","%d/%m/%Y")
ab<-seq(a,b,by=1)
c<-format(ab,"%a")
date<-data.frame(ab,c)
date<-subset(date,c!="Sun")
date<-subset(date,c!="Sat")
Here I have 2 data frame.
da
-------------
d r
1 2000-01-03 1.2105865
2 2000-01-05 -0.8962776
3 2000-01-19 -1.0438936
4 2000-01-28 2.1329387
---------------------------
date
--------------
ab c
3 2000-01-03 Mon
4 2000-01-04 Tue
5 2000-01-05 Wed
6 2000-01-06 Thu
7 2000-01-07 Fri
10 2000-01-10 Mon
11 2000-01-11 Tue
12 2000-01-12 Wed
13 2000-01-13 Thu
14 2000-01-14 Fri
17 2000-01-17 Mon
18 2000-01-18 Tue
19 2000-01-19 Wed
20 2000-01-20 Thu
21 2000-01-21 Fri
24 2000-01-24 Mon
25 2000-01-25 Tue
26 2000-01-26 Wed
27 2000-01-27 Thu
28 2000-01-28 Fri
---------------
In data frame-"DA"- I have return(r) and date
In data frame-"Date"- where I have date and day.
Now I need to create a data frame where returns will be conditional on date
and rest will be zero.
-------------------
like this
---------------------
ab c r hd
3 2000-01-03 Mon 1.2105865 0
4 2000-01-04 Tue 0 1
5 2000-01-05 Wed 0 1
6 2000-01-06 Thu 0 1
7 2000-01-07 Fri 0 1
---------------------------------
>From this I can figureout the hoildays and then put each holidays equal to
1.
Please help me.
Thanking you
saikat
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