Hello,
I have a Problem to make Log-Returns of the dataset EuStockMarkets.
Is there any function which could calculate it for me?
data(EuStockMarkets)
Thanks!
Alin Soare
[[alternative HTML version deleted]]
__
R-help@stat.math.ethz.ch
diff(log(x))
And this should be made into a function.
H.
Soare Marcian-Alin [EMAIL PROTECTED] 4/24/2007 2:17 PM
Hello,
I have a Problem to make Log-Returns of the dataset EuStockMarkets.
Is there any function which could calculate it for me?
data(EuStockMarkets)
Thanks!
Alin Soare
@stat.math.ethz.ch
Sent: Tuesday, April 24, 2007 5:17 PM
Subject: [R] Log-Returns
Hello,
I have a Problem to make Log-Returns of the dataset EuStockMarkets.
Is there any function which could calculate it for me?
data(EuStockMarkets)
Thanks!
Alin Soare
[[alternative HTML version deleted
Please use a descriptive subject and not tag onto a prior thread
for new topics.
Assuming the first row is time 1 and the second row is time 2 and
so on try:
diff(log(P))
On 6/15/06, Wong, Kim [EMAIL PROTECTED] wrote:
Hi, thank you all for the help.
The split function works very well.
I