Find the Monday preceding the third Friday of the month

Ok, I have data spanning numerous years, and part of my analysis requires me to know the Monday that precedes the third Friday of every month. Right now I am stuck on just calculating the third Friday of the month.

tdayStr=datestr(datenum(num2str(vifDate),'yyyymmdd')); % turn vifDate into string 
dt=datetime(tdayStr); % get datetime format to extrapolate day of week
m=month(dt); % get month of each date
y=year(dt); % get year of each date
dayNumber=day(dt,'dayofweek'); % Friday=6

x=zeros(81,1); % preallocate a vector and find the Fridays of each month/year
yUnique=unique(y);
mUnique=unique(m);
for i = yUnique(1:end);
    for j = mUnique(1,end);
        f=find(j==mUnique & dayNumber==6);
        %x(i)=f(3);
    end
end

The code breaks down at "f=find(j==mUnique & dayNumber==6);", and the error says inputs must have the same size. How can I troubleshoot this error, and more importantly, after finding the third Friday of every month, how can I get the preceding Monday?

Thank you for reading.

Answer 1

[Sean de Wolski]

If you have the Financial Toolbox, you can do this with nweekdate which will do both aspects, finding third Friday, and finding the Monday in the same week as the third Friday.

More

Without Financial Tbx, this can be done with some grouping. Here is an example for 2015:

% 2015
Time = (datetime(2015,1,1):days(1):datetime(2015,12,31)).';

% Day of Month and whether it's a Friday
mt = month(Time);
idxFriday = strcmp(day(Time,'shortname'),'Fri');

% One to number of days
oneToN = (1:numel(Time))';

% Group Fridays by month
Fridays = accumarray(mt(idxFriday),oneToN(idxFriday),[],@(x){sort(x)});

% Keep third index and subtract four days for Monday
idxMonday = cellfun(@(x)x(3),Fridays)-4;

% Extract from Time
Time(idxTime)

Yields:

   12-Jan-2015
   16-Feb-2015
   16-Mar-2015
   13-Apr-2015
   11-May-2015
   15-Jun-2015
   13-Jul-2015
   17-Aug-2015
   14-Sep-2015
   12-Oct-2015
   16-Nov-2015
   14-Dec-2015

[Cary]

Thanks, unfortunately I do not have that toolbox yet.

[Sean de Wolski]

In that case, look at day of month for all Fridays, pick the third and subtract 4 days to get the Monday.

[Cary]

Ok thanks Sean.

[Sean de Wolski]

See More

[Cary]

Thanks! :)

[Sean de Wolski]

For anyone reading this in the future, Peter's answer is much better.

Answer 2

[Peter Perkins]

In R2014b or later, using datetime, this is simple:

% Generate some random dates
>> d = sort(datetime('now','Format','eee, dd-MMM-yyyy') + caldays(randi(300,5,1)))
d = 
   Thu, 03-Sep-2015
   Sun, 08-Nov-2015
   Tue, 26-Jan-2016
   Sun, 21-Feb-2016
   Fri, 26-Feb-2016
% Get the first of the month
>> d1 = dateshift(d,'start','month')
d1 = 
   Tue, 01-Sep-2015
   Sun, 01-Nov-2015
   Fri, 01-Jan-2016
   Mon, 01-Feb-2016
   Mon, 01-Feb-2016
% Get the 3rd Friday
>> d2 = dateshift(d1,'dayofweek','friday',3)
d2 = 
   Fri, 18-Sep-2015
   Fri, 20-Nov-2015
   Fri, 15-Jan-2016
   Fri, 19-Feb-2016
   Fri, 19-Feb-2016
% Get the previous Monday
>> d3 = d2 - caldays(4)
d3 = 
   Mon, 14-Sep-2015
   Mon, 16-Nov-2015
   Mon, 11-Jan-2016
   Mon, 15-Feb-2016
   Mon, 15-Feb-2016

I'm not 100% sure what your vifDate variable contains, but it looks like it's "packed decimal" values. Try this to turn them into datetimes:

>> datetime(20150713,'ConvertFrom','yyyymmdd')
ans = 
   13-Jul-2015 00:00:00

Hope this helps.