readstata13 (version 0.10.1)

stbcal: Parse Stata business calendar files

Description

Create conversion table for business calendar dates.

Usage

stbcal(stbcalfile)

Value

Returns a data.frame with two cols:

range:

The date matching the businessdate. Date format.

buisdays:

The Stata business calendar day. Integer format.

Arguments

stbcalfile

stbcal-file Stata business calendar file created by Stata.

Author

Jan Marvin Garbuszus

Sebastian Jeworutzki

Details

Stata 12 introduced business calendar format. Business dates are integer numbers in a certain range of days, weeks, months or years. In this range some days are omitted (e.g. weekends or holidays). If a business calendar was created, a stbcal file matching this calendar was created. This file is required to read the business calendar. This parser reads the stbcal- file and returns a data.frame with dates matching business calendar dates.

A dta-file containing Stata business dates imported with read.stata13() shows in formats which stdcal file is required (e.g. " sp500.stbcal).

Stata allows adding a short description called purpose. This is added as an attribute of the resulting data.frame.

Examples

sp500 <- stbcal(system.file("extdata/sp500.stbcal", package="readstata13"))