| returns {timeSeries} | R Documentation |
Compute financial returns from prices or indexes.
returns(x, ...)
## S4 method for signature 'ANY':
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, ...)
## S4 method for signature 'timeSeries':
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, na.rm = TRUE,
trim = TRUE, ...)
getReturns(...)
returnSeries(...)
percentage |
a logical value. By default FALSE, if TRUE the
series will be expressed in percentage changes.
|
method |
... |
na.rm |
... |
trim |
... |
x |
an object of class timeSeries.
|
... |
arguments to be passed. |
all functions return an object of class timeSeries.
The functions returnSeries, getReturns,
are synonymes for returns.timeSeries.
## data - # Microsoft Data: setRmetricsOptions(myFinCenter = "GMT") MSFT = as.timeSeries(data(msft.dat))[1:10, 1:4] head(MSFT) ## returnSeries - # Continuous Returns: returns(MSFT) # Discrete Returns: returns(MSFT, type = "discrete") # Don't trim: returns(MSFT, trim = FALSE) # Use Percentage Values: returns(MSFT, percentage = TRUE, trim = FALSE)