returnseries {FRAPO} | R Documentation |
Either continuous returns or discrete returns are computed for an
object. The returns can be expressed as percenatges and the first NA
value can be trimmed.
returnseries(y, method = c("continuous", "discrete"), percentage = TRUE,
trim = FALSE, compound = FALSE)
y |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |
method |
Character, the type of return to be computed. |
percentage |
Logical, if |
trim |
Logical, if |
compound |
Logical, if |
An object of the same class as y
, containing the truncated series.
The calculation is applied per column of the data.frame and only if all columns are numeric.
The calculation is applied per column of the matrix.
The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.
Calculation of the es trend.
The calculation is applied per column of the timeSeries object and an object of the same class is returned.
Calculation of the returns. The attributes are preserved and an object of the same class is returned.
Calculation of the returns. The attributes are preserved and an object of the same class is returned.
Calculation of the returns. The attributes are preserved and an object of the same class is returned.
Bernhard Pfaff
data(StockIndex)
y <- StockIndex[, "SP500"]
ret <- returnseries(y)
head(ret)