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How do I extract the month end value from a daily time series?
Hi. I have a financial time series (a two column array consisting of the
columns 'date' and 'price') containing weekday values of a stock price. Weekends are missing, non trading weekdays are shown as n/a. I want to extract the calendar month end value only. I don't want to take monthly averages, or assume 30-day months the whole year round, or any other shortcut. I just want the spreadsheet to recognise the row in the spreadsheet with a price that is the last day of the month. For example, for this year, I would want to extract 12 rows (from an array of about 260) with the last two rows being extracted being Wednesday 30th November 2005 and Friday 30th December 2005. Hope you can help, thanks very much! |
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