as.caldays {readstata13}

Convert Stata business calendar dates in readable dates.

Description

Convert Stata business calendar dates in readable dates.

Usage

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 [e-mail]

Sebastian Jeworutzki [e-mail]

Examples

# 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)