| changes {TTR} | R Documentation |
Calculate the (rate of) change of a series over n periods.
ROC(x, n = 1, type = c("discrete", "continuous"), na = NA)
momentum(x, n = 1, na = NA)
x |
Price, volume, etc. series to use. |
n |
Number of periods to use. |
type |
Compounding type; either “discrete” (the default) or “continuous”. |
na |
How should periods prior to n be represented? Default is NA. |
The ROC indicator provides the percentage difference of a series over two observations, while the momentum indicator simply provides the difference.
ROC returns a vector containing the rate-of-change (or return) values.
momentum returns a vector containing the differenced price series.
Josh Ulrich
data(ttrc) roc <- ROC(ttrc[,"Close"]) mom <- momentum(ttrc[,"Close"])