Message-ID: <Pine.SGI.4.40.0411301620340.57336654-100000@origin.chass.utoronto.ca>
Date: 2004-11-30T21:51:13Z
From: Jean Eid
Subject: Relative subscripting
In-Reply-To: <41ACDBF4.7070804@lse.ac.uk>
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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