Hi there,
Using a quantmod function, I calculate the daily change between two points
in a time series. However, I don't think I am using the data correctly.
Code:
getSymbols("^GSPC", src="yahoo")
CloseData <- Cl(GSPC)
Delta <- diff(CloseData, lag=1)
for (i in 3:length(Delta)) {
if (Delta[i]>Delta[i-1]) sum <- sum + Delta
}
I can't seem to use the Delta variable. Can anyone point me in the right
direction to transform the variable into a usable one?
Example:
> Delta[i-1]
GSPC.Close
2000-01-04 -55.8
> Delta[i]
GSPC.Close
2000-01-05 2.69
> Delta[i-1]*10
GSPC.Close
2000-01-04 -558
> Delta[i-1]+Delta[i]
Data:
numeric(0)
Index:
NULL
Thanks in advance,
Eduard
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