On Nov 25, 2007 3:25 AM, Denver XU <[EMAIL PROTECTED]> wrote: > thank you Gabor, I am sure my data is a data.frame and I think you a > lillte bit misunderstood my question.
Quoting your post: "data is a matrix" Also are you sure you want diff(log(x))? Your x's include negative numbers. > thank you Patrick, your answer is what I want to find. > > > > > 2007/11/24, Denver XU <[EMAIL PROTECTED]>: > > > Hi, R-users, > > data is a matrix like this > > AMR BS GE HR MO UK SP500 > > 1974 -0.3505 -0.1154 -0.4246 -0.2107 -0.0758 0.2331 -0.2647 > > 1975 0.7083 0.2472 0.3719 0.2227 0.0213 0.3569 0.3720 > > 1976 0.7329 0.3665 0.2550 0.5815 0.1276 0.0781 0.2384 > > 1977 -0.2034 -0.4271 -0.0490 -0.0938 0.0712 -0.2721 -0.0718 > > 1978 0.1663 -0.0452 -0.0573 0.2751 0.1372 -0.1346 0.0656 > > 1979 -0.2659 0.0158 0.0898 0.0793 0.0215 0.2254 0.1844 > > 1980 0.0124 0.4751 0.3350 -0.1894 0.2002 0.3657 0.3242 > > 1981 -0.0264 -0.2042 -0.0275 -0.7427 0.0913 0.0479 -0.0491 > > 1982 1.0642 -0.1493 0.6968 -0.2615 0.2243 0.0456 0.2141 > > 1983 0.1942 0.3680 0.3110 1.8682 0.2066 0.2640 0.2251 > > I want to calculate the return say AMR,so I use > > re=numeric(10) > > for (i in 2:nrow(data)) > > re[1]=0 > > re[i]=log(data[i]/data[i-1]) > > to my surprise, the result is > > > re > > [1] 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 > > [9] 0.00000 -1.70109 > > I don't know what's wrong with my code, and is there alternative way > > to do the same? > > thanks > > > > Denver > > > > ______________________________________________ > R-help@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. > ______________________________________________ R-help@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.
