financial data on flat matrix

[Ben quant]

Hello,

I'm using the Rbbg package (please suggest an alternative that is faster if
you know of one). I'd like to get my data into a flat matrix where row
names are found like this for quarterly data:

get_dates <- function(Start, End,end_of,every)
{
  Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
every)))
  Vec[-1] - 1
}
qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
qtrs = qtrs[length(qtrs):1]
> qtrs
[1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
"2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
[11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
"2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"

...and all companies that report after the quarter end date (above) and
before the next one are moved back one. For example, if a company reporting
period ended in Jan. 2012, those values would be on the 2011-12-31 row.
(These are then adjusted for look-ahead using the actual report date.)

Is there a function that will do this in zoo or another package?

Thanks!

Ben

        [[alternative HTML version deleted]]

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[Jeffrey Ryan-2]

You can look into ?endpoints in xts, but you haven't exactly provided
a _reproducible_ example as requested in the posting guidelines.  Not
personally sure what "flat matrix" is for instance.

Also likely why no one has responded thus far.  If you make it _easy_
to answer (simple examples which we can try and run), people tend to
answer.

Jeff

On Thu, Jun 28, 2012 at 11:42 AM, Ben quant <[hidden email]> wrote:

> Hello,
>
> I'm using the Rbbg package (please suggest an alternative that is faster if
> you know of one). I'd like to get my data into a flat matrix where row
> names are found like this for quarterly data:
>
> get_dates <- function(Start, End,end_of,every)
> {
>   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
> every)))
>   Vec[-1] - 1
> }
> qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
> qtrs = qtrs[length(qtrs):1]
>> qtrs
> [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
> "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
> [11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
> "2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"
>
> ...and all companies that report after the quarter end date (above) and
> before the next one are moved back one. For example, if a company reporting
> period ended in Jan. 2012, those values would be on the 2011-12-31 row.
> (These are then adjusted for look-ahead using the actual report date.)
>
> Is there a function that will do this in zoo or another package?
>
> Thanks!
>
> Ben
>
>         [[alternative HTML version deleted]]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

--
Jeffrey Ryan
[hidden email]

www.lemnica.com
www.esotericR.com

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[Ben quant]

xts endpoints uses 'existing' dates in the data. I want to use my dates and
put data on the correct row.

Here are the details of some sample data...

library('Rbbg')
library('stringr')

conn <- blpConnect(throw.ticker.errors = F)

daysback<- (261 * 7) # or whatever
start.date <- as.POSIXct(Sys.Date()-daysback)
end.date <- as.POSIXct(Sys.Date())
tickers<- c("A US Equity", "AA US Equity")

 fields<-c("SALES_REV_TURN")
o_names = c("periodicitySelection")
 o_values = c("QUARTERLY")

dat1<-bdh(conn, tickers, fields, start.date,end.date,option_names =
o_names, option_values = o_values,
          always.display.tickers = TRUE,include.non.trading.days = T)

> dat1
         ticker       date SALES_REV_TURN
1   A US Equity 2007-07-31           1374
2   A US Equity 2007-10-31           1446
3   A US Equity 2008-01-31           1393
4   A US Equity 2008-04-30           1456
5   A US Equity 2008-07-31           1444
6   A US Equity 2008-10-31           1481
7   A US Equity 2009-01-31           1166
8   A US Equity 2009-04-30           1091
9   A US Equity 2009-07-31           1057
10  A US Equity 2009-10-31           1167
11  A US Equity 2010-01-31           1213
12  A US Equity 2010-04-30           1271
13  A US Equity 2010-07-31           1384
14  A US Equity 2010-10-31           1576
15  A US Equity 2011-01-31           1519
16  A US Equity 2011-04-30           1677
17  A US Equity 2011-07-31           1691
18  A US Equity 2011-10-31           1728
19  A US Equity 2012-01-31           1635
20  A US Equity 2012-04-30           1733
21 AA US Equity 2007-09-30           7387
22 AA US Equity 2007-12-31           5919
23 AA US Equity 2008-03-31           6998
24 AA US Equity 2008-06-30           7245
25 AA US Equity 2008-09-30           6970
26 AA US Equity 2008-12-31           5688
27 AA US Equity 2009-03-31           4147
28 AA US Equity 2009-06-30           4244
29 AA US Equity 2009-09-30           4615
30 AA US Equity 2009-12-31           5433
31 AA US Equity 2010-03-31           4887
32 AA US Equity 2010-06-30           5187
33 AA US Equity 2010-09-30           5287
34 AA US Equity 2010-12-31           5652
35 AA US Equity 2011-03-31           5958
36 AA US Equity 2011-06-30           6585
37 AA US Equity 2011-09-30           6419
38 AA US Equity 2011-12-31           5989
39 AA US Equity 2012-03-31           6006

So, for example, I'd like these two values on the same row:
A US Equity 2012-04-30           1733
AA US Equity 2012-03-31           6006

...and the row name would be 2012-03-31. A's value should be on the
2012-03-31 row (despite having a date of 2012-04-30) because I'm putting
everything on 'normal' quarter end dates. Therefore, all of A's values
would shift back one in date. It has to be a general solution that puts
'abnormal' fiscal quarter end company data on the same row as 'normal'
quarter end dates. (I understand this introduces look-ahead bias, but I
correct for it later when applicable.)  Is there a function out there that
does this already?

Again here is how I produce the 'normal' fiscal quarter end dates that I
want as row names:
to_date = as.Date(Sys.time())
from_date = as.Date(to_date - (daysback + 100))
get_dates <- function(Start, End,end_of,every)
{
  Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
every)))
  Vec[-1] - 1
}
qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
qtrs = qtrs[length(qtrs):1]
> qtrs
 [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
"2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31"
[10] "2009-12-31" "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31"
"2008-09-30" "2008-06-30" "2008-03-31" "2007-12-31"
[19] "2007-09-30" "2007-06-30" "2007-03-31"

On Sat, Jun 30, 2012 at 1:10 PM, Jeffrey Ryan <[hidden email]>wrote:

> You can look into ?endpoints in xts, but you haven't exactly provided
> a _reproducible_ example as requested in the posting guidelines.  Not
> personally sure what "flat matrix" is for instance.
>
> Also likely why no one has responded thus far.  If you make it _easy_
> to answer (simple examples which we can try and run), people tend to
> answer.
>
> Jeff
>
> On Thu, Jun 28, 2012 at 11:42 AM, Ben quant <[hidden email]> wrote:
> > Hello,
> >
> > I'm using the Rbbg package (please suggest an alternative that is faster
> if
> > you know of one). I'd like to get my data into a flat matrix where row
> > names are found like this for quarterly data:
> >
> > get_dates <- function(Start, End,end_of,every)
> > {
> >   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
> > every)))
> >   Vec[-1] - 1
> > }
> > qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
> > qtrs = qtrs[length(qtrs):1]
> >> qtrs
> > [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
> > "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
> > [11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
> > "2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"
> >
> > ...and all companies that report after the quarter end date (above) and
> > before the next one are moved back one. For example, if a company
> reporting
> > period ended in Jan. 2012, those values would be on the 2011-12-31 row.
> > (These are then adjusted for look-ahead using the actual report date.)
> >
> > Is there a function that will do this in zoo or another package?
> >
> > Thanks!
> >
> > Ben
> >
> >         [[alternative HTML version deleted]]
> >
> > _______________________________________________
> > [hidden email] mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> > -- Subscriber-posting only. If you want to post, subscribe first.
> > -- Also note that this is not the r-help list where general R questions
> should go.
>
>
>
> --
> Jeffrey Ryan
> [hidden email]
>
> www.lemnica.com
> www.esotericR.com
>

        [[alternative HTML version deleted]]

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[Ben quant]

dat = do.call(cbind, lapply(dat2, function(.vec){
                                                  if(length(.vec) >= 20){
                                                    .vec[1:20]
                                                  }else if(length(.vec) <
20){
                                                    c(rep(NaN, 20 -
length(.vec)),.vec)
                                                  }
                                                }
                            )
              )


On Tue, Jul 3, 2012 at 11:21 AM, Ben quant <[hidden email]> wrote:

> xts endpoints uses 'existing' dates in the data. I want to use my dates
> and put data on the correct row.
>
> Here are the details of some sample data...
>
> library('Rbbg')
> library('stringr')
>
> conn <- blpConnect(throw.ticker.errors = F)
>
> daysback<- (261 * 7) # or whatever
> start.date <- as.POSIXct(Sys.Date()-daysback)
> end.date <- as.POSIXct(Sys.Date())
> tickers<- c("A US Equity", "AA US Equity")
>
>  fields<-c("SALES_REV_TURN")
> o_names = c("periodicitySelection")
>  o_values = c("QUARTERLY")
>
> dat1<-bdh(conn, tickers, fields, start.date,end.date,option_names =
> o_names, option_values = o_values,
>           always.display.tickers = TRUE,include.non.trading.days = T)
>
> > dat1
>          ticker       date SALES_REV_TURN
> 1   A US Equity 2007-07-31           1374
> 2   A US Equity 2007-10-31           1446
> 3   A US Equity 2008-01-31           1393
> 4   A US Equity 2008-04-30           1456
> 5   A US Equity 2008-07-31           1444
> 6   A US Equity 2008-10-31           1481
> 7   A US Equity 2009-01-31           1166
> 8   A US Equity 2009-04-30           1091
> 9   A US Equity 2009-07-31           1057
> 10  A US Equity 2009-10-31           1167
> 11  A US Equity 2010-01-31           1213
> 12  A US Equity 2010-04-30           1271
> 13  A US Equity 2010-07-31           1384
> 14  A US Equity 2010-10-31           1576
> 15  A US Equity 2011-01-31           1519
> 16  A US Equity 2011-04-30           1677
> 17  A US Equity 2011-07-31           1691
> 18  A US Equity 2011-10-31           1728
> 19  A US Equity 2012-01-31           1635
> 20  A US Equity 2012-04-30           1733
> 21 AA US Equity 2007-09-30           7387
> 22 AA US Equity 2007-12-31           5919
> 23 AA US Equity 2008-03-31           6998
> 24 AA US Equity 2008-06-30           7245
> 25 AA US Equity 2008-09-30           6970
> 26 AA US Equity 2008-12-31           5688
> 27 AA US Equity 2009-03-31           4147
> 28 AA US Equity 2009-06-30           4244
> 29 AA US Equity 2009-09-30           4615
> 30 AA US Equity 2009-12-31           5433
> 31 AA US Equity 2010-03-31           4887
> 32 AA US Equity 2010-06-30           5187
> 33 AA US Equity 2010-09-30           5287
> 34 AA US Equity 2010-12-31           5652
> 35 AA US Equity 2011-03-31           5958
> 36 AA US Equity 2011-06-30           6585
> 37 AA US Equity 2011-09-30           6419
> 38 AA US Equity 2011-12-31           5989
> 39 AA US Equity 2012-03-31           6006
>
> So, for example, I'd like these two values on the same row:
> A US Equity 2012-04-30           1733
> AA US Equity 2012-03-31           6006
>
> ...and the row name would be 2012-03-31. A's value should be on the
> 2012-03-31 row (despite having a date of 2012-04-30) because I'm putting
> everything on 'normal' quarter end dates. Therefore, all of A's values
> would shift back one in date. It has to be a general solution that puts
> 'abnormal' fiscal quarter end company data on the same row as 'normal'
> quarter end dates. (I understand this introduces look-ahead bias, but I
> correct for it later when applicable.)  Is there a function out there that
> does this already?
>
> Again here is how I produce the 'normal' fiscal quarter end dates that I
> want as row names:
> to_date = as.Date(Sys.time())
> from_date = as.Date(to_date - (daysback + 100))
>
> get_dates <- function(Start, End,end_of,every)
> {
>   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
> every)))
>   Vec[-1] - 1
> }
> qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
> qtrs = qtrs[length(qtrs):1]
> > qtrs
>  [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
> "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31"
> [10] "2009-12-31" "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31"
> "2008-09-30" "2008-06-30" "2008-03-31" "2007-12-31"
> [19] "2007-09-30" "2007-06-30" "2007-03-31"
>
>
> On Sat, Jun 30, 2012 at 1:10 PM, Jeffrey Ryan <[hidden email]>wrote:
>
>> You can look into ?endpoints in xts, but you haven't exactly provided
>> a _reproducible_ example as requested in the posting guidelines.  Not
>> personally sure what "flat matrix" is for instance.
>>
>> Also likely why no one has responded thus far.  If you make it _easy_
>> to answer (simple examples which we can try and run), people tend to
>> answer.
>>
>> Jeff
>>
>> On Thu, Jun 28, 2012 at 11:42 AM, Ben quant <[hidden email]> wrote:
>> > Hello,
>> >
>> > I'm using the Rbbg package (please suggest an alternative that is
>> faster if
>> > you know of one). I'd like to get my data into a flat matrix where row
>> > names are found like this for quarterly data:
>> >
>> > get_dates <- function(Start, End,end_of,every)
>> > {
>> >   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
>> > every)))
>> >   Vec[-1] - 1
>> > }
>> > qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
>> > qtrs = qtrs[length(qtrs):1]
>> >> qtrs
>> > [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
>> > "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
>> > [11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
>> > "2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"
>> >
>> > ...and all companies that report after the quarter end date (above) and
>> > before the next one are moved back one. For example, if a company
>> reporting
>> > period ended in Jan. 2012, those values would be on the 2011-12-31 row.
>> > (These are then adjusted for look-ahead using the actual report date.)
>> >
>> > Is there a function that will do this in zoo or another package?
>> >
>> > Thanks!
>> >
>> > Ben
>> >
>> >         [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
>> > [hidden email] mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> > -- Subscriber-posting only. If you want to post, subscribe first.
>> > -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>>
>>
>> --
>> Jeffrey Ryan
>> [hidden email]
>>
>> www.lemnica.com
>> www.esotericR.com
>>
>
>

        [[alternative HTML version deleted]]

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[Ben quant]

forgot this part:
frmla = as.formula(paste(fields,"~","ticker"))
dat2<- unstack(dat1, frmla)

dat = do.call(cbind, lapply(dat2, function(.vec){

>
>                     if(length(.vec) >= 20){
>                                                     .vec[1:20]
>                                                   }else if(length(.vec) <
> 20){
>                                                     c(rep(NaN, 20 -
> length(.vec)),.vec)
>                                                   }
>                                                 }
>                             )
>               )

On Tue, Jul 3, 2012 at 12:32 PM, Ben quant <[hidden email]> wrote:

> dat = do.call(cbind, lapply(dat2, function(.vec){
>                                                   if(length(.vec) >= 20){
>                                                     .vec[1:20]
>                                                   }else if(length(.vec) <
> 20){
>                                                     c(rep(NaN, 20 -
> length(.vec)),.vec)
>                                                   }
>                                                 }
>                             )
>               )
>
>
>
> On Tue, Jul 3, 2012 at 11:21 AM, Ben quant <[hidden email]> wrote:
>
>> xts endpoints uses 'existing' dates in the data. I want to use my dates
>> and put data on the correct row.
>>
>> Here are the details of some sample data...
>>
>> library('Rbbg')
>> library('stringr')
>>
>> conn <- blpConnect(throw.ticker.errors = F)
>>
>> daysback<- (261 * 7) # or whatever
>> start.date <- as.POSIXct(Sys.Date()-daysback)
>> end.date <- as.POSIXct(Sys.Date())
>> tickers<- c("A US Equity", "AA US Equity")
>>
>>  fields<-c("SALES_REV_TURN")
>> o_names = c("periodicitySelection")
>>  o_values = c("QUARTERLY")
>>
>> dat1<-bdh(conn, tickers, fields, start.date,end.date,option_names =
>> o_names, option_values = o_values,
>>           always.display.tickers = TRUE,include.non.trading.days = T)
>>
>> > dat1
>>          ticker       date SALES_REV_TURN
>> 1   A US Equity 2007-07-31           1374
>> 2   A US Equity 2007-10-31           1446
>> 3   A US Equity 2008-01-31           1393
>> 4   A US Equity 2008-04-30           1456
>> 5   A US Equity 2008-07-31           1444
>> 6   A US Equity 2008-10-31           1481
>> 7   A US Equity 2009-01-31           1166
>> 8   A US Equity 2009-04-30           1091
>> 9   A US Equity 2009-07-31           1057
>> 10  A US Equity 2009-10-31           1167
>> 11  A US Equity 2010-01-31           1213
>> 12  A US Equity 2010-04-30           1271
>> 13  A US Equity 2010-07-31           1384
>> 14  A US Equity 2010-10-31           1576
>> 15  A US Equity 2011-01-31           1519
>> 16  A US Equity 2011-04-30           1677
>> 17  A US Equity 2011-07-31           1691
>> 18  A US Equity 2011-10-31           1728
>> 19  A US Equity 2012-01-31           1635
>> 20  A US Equity 2012-04-30           1733
>> 21 AA US Equity 2007-09-30           7387
>> 22 AA US Equity 2007-12-31           5919
>> 23 AA US Equity 2008-03-31           6998
>> 24 AA US Equity 2008-06-30           7245
>> 25 AA US Equity 2008-09-30           6970
>> 26 AA US Equity 2008-12-31           5688
>> 27 AA US Equity 2009-03-31           4147
>> 28 AA US Equity 2009-06-30           4244
>> 29 AA US Equity 2009-09-30           4615
>> 30 AA US Equity 2009-12-31           5433
>> 31 AA US Equity 2010-03-31           4887
>> 32 AA US Equity 2010-06-30           5187
>> 33 AA US Equity 2010-09-30           5287
>> 34 AA US Equity 2010-12-31           5652
>> 35 AA US Equity 2011-03-31           5958
>> 36 AA US Equity 2011-06-30           6585
>> 37 AA US Equity 2011-09-30           6419
>> 38 AA US Equity 2011-12-31           5989
>> 39 AA US Equity 2012-03-31           6006
>>
>> So, for example, I'd like these two values on the same row:
>> A US Equity 2012-04-30           1733
>> AA US Equity 2012-03-31           6006
>>
>> ...and the row name would be 2012-03-31. A's value should be on the
>> 2012-03-31 row (despite having a date of 2012-04-30) because I'm putting
>> everything on 'normal' quarter end dates. Therefore, all of A's values
>> would shift back one in date. It has to be a general solution that puts
>> 'abnormal' fiscal quarter end company data on the same row as 'normal'
>> quarter end dates. (I understand this introduces look-ahead bias, but I
>> correct for it later when applicable.)  Is there a function out there
>> that does this already?
>>
>> Again here is how I produce the 'normal' fiscal quarter end dates that I
>> want as row names:
>> to_date = as.Date(Sys.time())
>> from_date = as.Date(to_date - (daysback + 100))
>>
>> get_dates <- function(Start, End,end_of,every)
>> {
>>   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
>> every)))
>>   Vec[-1] - 1
>> }
>> qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
>> qtrs = qtrs[length(qtrs):1]
>> > qtrs
>>  [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
>> "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31"
>>  [10] "2009-12-31" "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31"
>> "2008-09-30" "2008-06-30" "2008-03-31" "2007-12-31"
>> [19] "2007-09-30" "2007-06-30" "2007-03-31"
>>
>>
>> On Sat, Jun 30, 2012 at 1:10 PM, Jeffrey Ryan <[hidden email]>wrote:
>>
>>> You can look into ?endpoints in xts, but you haven't exactly provided
>>> a _reproducible_ example as requested in the posting guidelines.  Not
>>> personally sure what "flat matrix" is for instance.
>>>
>>> Also likely why no one has responded thus far.  If you make it _easy_
>>> to answer (simple examples which we can try and run), people tend to
>>> answer.
>>>
>>> Jeff
>>>
>>> On Thu, Jun 28, 2012 at 11:42 AM, Ben quant <[hidden email]> wrote:
>>> > Hello,
>>> >
>>> > I'm using the Rbbg package (please suggest an alternative that is
>>> faster if
>>> > you know of one). I'd like to get my data into a flat matrix where row
>>> > names are found like this for quarterly data:
>>> >
>>> > get_dates <- function(Start, End,end_of,every)
>>> > {
>>> >   Vec <- as.Date(levels(cut(seq.Date(Start, End, by = end_of),breaks =
>>> > every)))
>>> >   Vec[-1] - 1
>>> > }
>>> > qtrs = get_dates(from_date, to_date,end_of= "month",every = "quarter")
>>> > qtrs = qtrs[length(qtrs):1]
>>> >> qtrs
>>> > [1] "2012-03-31" "2011-12-31" "2011-09-30" "2011-06-30" "2011-03-31"
>>> > "2010-12-31" "2010-09-30" "2010-06-30" "2010-03-31" "2009-12-31"
>>> > [11] "2009-09-30" "2009-06-30" "2009-03-31" "2008-12-31" "2008-09-30"
>>> > "2008-06-30" "2008-03-31" "2007-12-31" "2007-09-30" "2007-06-30"
>>> >
>>> > ...and all companies that report after the quarter end date (above) and
>>> > before the next one are moved back one. For example, if a company
>>> reporting
>>> > period ended in Jan. 2012, those values would be on the 2011-12-31 row.
>>> > (These are then adjusted for look-ahead using the actual report date.)
>>> >
>>> > Is there a function that will do this in zoo or another package?
>>> >
>>> > Thanks!
>>> >
>>> > Ben
>>> >
>>> >         [[alternative HTML version deleted]]
>>> >
>>> > _______________________________________________
>>> > [hidden email] mailing list
>>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>>> > -- Subscriber-posting only. If you want to post, subscribe first.
>>> > -- Also note that this is not the r-help list where general R
>>> questions should go.
>>>
>>>
>>>
>>> --
>>> Jeffrey Ryan
>>> [hidden email]
>>>
>>> www.lemnica.com
>>> www.esotericR.com
>>>
>>
>>
>

        [[alternative HTML version deleted]]

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