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- library(xts)
- library(dplyr)
- library(quantmod)
- library(PerformanceAnalytics)
- library(readxl)
- library(zoo)
- date.end.month <- seq(as.Date("1927-04- 01"),length=1108,by="months")-1
- idx1<-data.frame(date.end.month)
- idx1$B<-as.factor(idx1$date.end.month)
- idx1$B<-as.numeric(idx1$B)
- idx2<-as.xts(idx1$B, order.by = idx1$date.end.month)
- T<-as.xts(FF4FShort$T,order.by = FF4FShort$date)
- Y<-merge.xts(idx2,T)
- Tendofmonth<-Y[complete.cases(Y),2]
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