[R] Return
arun
smartpink111 at yahoo.com
Thu Jul 5 08:48:20 CEST 2012
Hi,
I guess this is what you are looking for:
dat1 <- read.table(text="
Date Stock1 Stock2 Stock3 Market
01/01/2000 1 2 3 4
01/02/2000 5 6 7 8
01/03/2000 1 2 3 4
01/04/2000 5 6 7 8
", header=TRUE, stringsAsFactors=FALSE)
dat2<-data.frame(Date=as.Date(dat1[,1],format="%m/%d/%Y"),dat1[,2:4])
library(zoo)
Stocks<-as.matrix(dat1[,2:4])
Stockreturn<-zoo(Stocks)
Stockreturn<-diff(log(Stockreturn))
Stockreturn<-data.frame(Stockreturn)
Stockreturn1<-Stockreturn
Stockreturn1[1,]<-NA
colnames(Stockreturn1[1,])<-colnames(Stockreturn)
dat3<-data.frame(Date=dat2[,1], rbind(Stockreturn1[1,],Stockreturn))
row.names(dat3)<-1:nrow(dat3)
dat3
Date Stock1 Stock2 Stock3
1 2000-01-01 NA NA NA
2 2000-01-02 1.609438 1.098612 0.8472979
3 2000-01-03 -1.609438 -1.098612 -0.8472979
4 2000-01-04 1.609438 1.098612 0.8472979
A.K.
----- Original Message -----
From: Akhil dua <akhil.dua.12 at gmail.com>
To: r-help at r-project.org
Cc:
Sent: Thursday, July 5, 2012 12:58 AM
Subject: [R] Return
Hello Every one
I have data on Stock prices and I want to calculate the return on all the
stocks
and then replace all the stock prices with the returns
can any one tell me how to do
My data is in the format given below
Date Stock1 Stock2 Stock3
01/01/2000 1 2 3
01/02/2000 5 6 7
01/03/2000 1 2 3
01/04/2000 5 6 7
Thanks
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