Relative subscripting
wouldn't it be return[2:NROW(return)]*marketcap[1:(NROW(return)-1)] (note that return is also a function in R so maybe you should stay away from calling your variable return. Anyways if you have a data frame you can add another variable to it but attach an NA to the first element (since you are lagging variables) i.e. mydata$myvar<-c(NA, mydata$return[2:nrow(mydata)]*mydata$marketcap[1:(nrow(mydata)-1)] Jean
On Tue, 30 Nov 2004, 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. Thanks, Toby
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