Something like this should work:
tmp <- as.Numeric(Delta)
tmp3 <- tmp[ -c(1,2)] ## elements 3 through
last (the "i" in the loop)
tmp2 <- tmp[ -c(1,length(tmp)) ] ## elements 2 through next
to last (the "i-1" in the loop)
mysum <- sum( tmp3[tmp3 > tmp2]) ## sum of elements that are
larger than the previous element
-Don
At 7:48 AM -0700 8/3/09, ehxpieterse wrote:
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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--
--------------------------------------
Don MacQueen
Environmental Protection Department
Lawrence Livermore National Laboratory
Livermore, CA, USA
925-423-1062
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