n-period return
ehxpieterse wrote:
Apologies if this has been asked before. I am looking for a function to calculate the n-period return for a time series. For example, the user would specify 11, 90 or 180 and then generate an accompanying n-period delta.
See to.period() in xts to decompose. Also see period.apply() Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock