as.caldays: Convert Stata business calendar dates in readable dates.

Description Usage Arguments Value Author(s) Examples

View source: R/dbcal.R

Description

Convert Stata business calendar dates in readable dates.

Usage

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as.caldays(buisdays, cal, format = "%Y-%m-%d")

Arguments

buisdays

numeric Vector of business dates

cal

data.frame Conversion table for business calendar dates

format

character String with date format as in as.Date

Value

Returns a vector of readable dates.

Author(s)

Jan Marvin Garbuszus [email protected]

Sebastian Jeworutzki [email protected]

Examples

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# read business calendar and data
sp500 <- stbcal(system.file("extdata/sp500.stbcal", package="readstata13"))
dat <- read.dta13(system.file("extdata/statacar.dta", package="readstata13"))

# convert dates and check
dat$ldatescal2 <- as.caldays(dat$ldate, sp500)
all(dat$ldatescal2==dat$ldatescal)

readstata13 documentation built on May 29, 2017, 6:38 p.m.