Message-ID: <1341470900.44943.YahooMailNeo@web39403.mail.mud.yahoo.com>
Date: 2012-07-05T06:48:20Z
From: arun
Subject: Return
In-Reply-To: <CAPSaRtBP261=RF5hMeBVrP3NJyvuDcGVm4vGMDeJWNbNnYpVxg@mail.gmail.com>
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
??? [[alternative HTML version deleted]]
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