Hello,
I'm dealing with financial time series. I'm trying to find out X in this
sentence:
The most recent close is the lowest level since X(date).
Here's an example of what I'm looking for:
library(fBasics)
data(DowJones30)
tail(DowJones30[,1:5],n=10)
I need to come up with a vector that would look like this
AA AXP T ...
2000-12-21 2000-12-20 2000-12-29
i.e. the last date at which the stocks were trading at a lower level than
the most recent closing.
I know it has to do with min/max, pmin/pmax, cummin/cummax or rev(), but I
can't figure it out.
Any help?
Regards,
Pierre Lapointe
Assistant Market Strategist
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