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Return
4 messages · Akhil dua, Jorge I Velez, arun +1 more
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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]] ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
It depends on which return you want. See the "R computation" section of "A tale of two returns". http://www.portfolioprobe.com/2010/10/04/a-tale-of-two-returns/ Pat
On 05/07/2012 05:58, Akhil dua wrote:
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Patrick Burns pburns at pburns.seanet.com twitter: @portfolioprobe http://www.portfolioprobe.com/blog http://www.burns-stat.com (home of 'Some hints for the R beginner' and 'The R Inferno')