how do I code the following in R. I want to produce a vector where dx=log( (d(x))/(d(x-1)) ). I can do it for dx=diff(log(x)). I am learning/trying to model log returns of a stock market index. But instead of using the difference of the closing values of two consecutive days, i want to use the log of the quotient of the two days. any help is most appreciated. d is a vector of the closing values of the stock market index of length 5000.
-- View this message in context: http://r.789695.n4.nabble.com/new-to-R-coding-tp3933588p3933588.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.
