C Craig66 Jun 20, 2012 #1 If I have a zoo based time-series in R, is there a simple one-liner way of turning it into a percentage from the first observation? e.g. 1,2,3,6 -> 0,100,50,100
If I have a zoo based time-series in R, is there a simple one-liner way of turning it into a percentage from the first observation? e.g. 1,2,3,6 -> 0,100,50,100
dtrader98 Jun 20, 2012 #2 Hi Craig, From your example, I think you are asking for relative adjacent returns? try : library(quantmod) x<-c(1,2,3,6) 100*Delt(x) returns: Delt.1.arithmetic [1,] NA [2,] 100 [3,] 50 [4,] 100
Hi Craig, From your example, I think you are asking for relative adjacent returns? try : library(quantmod) x<-c(1,2,3,6) 100*Delt(x) returns: Delt.1.arithmetic [1,] NA [2,] 100 [3,] 50 [4,] 100
C Craig66 Jun 20, 2012 #3 Yep, cheers dude. I actually had read about Delt but my brain is obviously have trouble getting started today...
Yep, cheers dude. I actually had read about Delt but my brain is obviously have trouble getting started today...
