On 2011-01-17 07:44, eric wrote:
What am I doing wrong here ? And what's the right way to calculate the log differences in a column in a df ? # first 3 rows of 5000 rows y[1:3,] Date Open High Low Close 1 1983-03-30 29.96 30.51 29.96 30.35 2 1983-03-31 30.35 30.55 30.20 30.24 3 1983-04-04 30.25 30.65 30.24 30.39 #equation in question ...why is this giving zeros ? y1<- 100*log(y[,5]/(lag(y[,5],1))) # first 10 values from the equation...all zeros head(y1,10) [1] 0 0 0 0 0 0 0 0 0 0
Well, take a look at the output of lag(). Try it with as.ts(y[, 5]) replacing y[, 5]. Peter Ehlers ______________________________________________ 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.
