Re: [R] How to create a time series from a data set where some days are skipped

Hi, You may check ?isWeekday, ?isBizday, from library(timeDate) library(timeDate) tS <- timeSequence(as.Date("2008/1/1"), as.Date("2014/4/21")) tWd <- tS[isWeekday(tS)] length(tWd) #[1] 1645  pubHolUS <- holiday(2008:2014,listHolidays("US")) tS1 <- tS[isBizday(tS, holidays = holidayNYSE(2008:2

[R] How to create a time series from a data set where some days are skipped

I have a data set with daily claim numbers. I group with monthly totals and create a time series as follows v.ts<- ts(v, start=2008,frequency=12) How can the daily data be converted into a time series where there is no claim number for sundays and public holidays. Charles. [[alternati