readstata13 (version 0.10.1)

as.caldays: 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")

Value

Returns a vector of readable dates.

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

Author

Jan Marvin Garbuszus

Sebastian Jeworutzki

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)