[R] Rolling window difference for zoo time series

[Eric Berger]

Zoo_TS/lag(Zoo_TS) - 1


On Tue, Apr 24, 2018 at 9:29 PM, Christofer Bogaso <
bogaso.christofer using gmail.com> wrote:

> Hi,
>
> I have a 'zoo' time series as below :
>
> Zoo_TS = zoo(5:1, as.Date(Sys.time())+0:4)
>
> Now I want to calculate First order difference of order 1, rolling
> window basis i.e.
>
> (Zoo_TS[2] - Zoo_TS[1] ) / Zoo_TS[1]
> (Zoo_TS[3] - Zoo_TS[2] ) / Zoo_TS[2]
> .....
>
> Is there any direct function available to achieve this?
>
> Thanks,
>
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