Message-ID: <41ACE9D9.5080902@acelerate.com>
Date: 2004-11-30T21:44:57Z
From: Kjetil Halvorsen
Subject: Relative subscripting
In-Reply-To: <41ACDBF4.7070804@lse.ac.uk>
Tobias Muhlhofer wrote:
> Hi!
>
> I'm trying to do the following.
>
> I have monthly a dataset with, among other things, "marketcap", and
> "return".
>
> I want to multiply return by the marketcap of the previous month. How
> do I do this?
>
> In STATA (which I have used frequently in the past) I would simply use
> an expression of the form
>
> return[_n]*marketcap[_n-1]
>
> I believe they call this relative subscripting. Is there something
> like this in R?
>
> On a completely different note, are there books on R? I read the
> "Getting Started" notes, but, while helpful, I would need more than
> those.
Q 2.7 in the R faq (yes, there are many)!
Kjetil
>
> Thanks,
> Toby
>
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>
--
Kjetil Halvorsen.
Peace is the most effective weapon of mass construction.
-- Mahdi Elmandjra