[R] Help fCalendar holidayNYSE for Regressors

Idgarad idgarad at gmail.com
Tue Jun 17 17:50:28 CEST 2008

I am working with weekly time series data as in:


I have a table of regression variables that matchs called cReg (loaded
from an xls sheet).

I would like to append to the cReg table dummy variables for all the
holidays as calculated from the fCalendar package for instance,
Easter, Christmas, Memorial Day, etc.)

The problem I am running into is how to get the data that I can get
from the fCalendar package into something useful for time series
analysis such that my sampled data tsData is weekly but the holiday
functions are giving me raw dates.

In short I need to be able to answer "Does this week have a christmas
in it? Does this week contain Memorial day, etc."

Any ideas?

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