How to get certain data

2015 4 5
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更新时间：2015 4 6
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I have data of stock daily returns but I just use data of 21 days before the last trading day of a month. I already have a logical matrix of whether a date is a last trading date of a month but I dont know how to create a matrix of returns of only 21 days before it. Please help me.

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Image Analyst
Image Analyst 2015-4-5

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Let's say you have a logical vector, logicalLastDaysVector, of when a day is the last day of the month. Then just extract going back to 1 more than the last day of the prior month:
lastDayIndexes = find(logicalLastDaysVector);
for k = 2 : length(lastDayIndexes)
% Get the index of the first day of the month.
firstDay = lastDayIndexes(k-1) + 1;
% Get the index of the last day of the month
lastDay = lastDayIndexes(k);
% Extract all the days from first to last, inclusive.
thisMonth = stockReturns(firstDay:lastDay);
% Now do something with this data.....
end

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