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

Jan Marvin Garbuszus jan.garbuszus@ruhr-uni-bochum.de

Sebastian Jeworutzki sebastian.jeworutzki@ruhr-uni-bochum.de

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)
#> [1] TRUE