Eric Your problem lies in the way cumprod deals with NAs
If you look at ?cumprod you will see "An NA value in x causes the corresponding and following elements of the return value to be NA" Not sure what behaviour you want to see on encountering an NA (ignore it, restart the cumprod process, .....). Making things easy for myself (it's late), if you wish to simply ignore an NA the following would work # sample data y2=c(NA,1,2,3,4,5) # ignore NA ave(y2,is.na(y2),FUN=cumprod) HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/How-do-I-fix-this-tp3239239p3241432.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.