Thank you Dennis and Peter.
On Fri, Jul 29, 2011 at 1:59 PM, Dennis Murphy djmu...@gmail.com wrote:
Hi:
To add to Peter Dalgaard's comments, a look at head(ret) and
head(returns) would also have clued you in:
head(ret, 1)
GOOG.OpenGOOG.High GOOG.Low GOOG.Close
Dear R-helpers,
In the following example I compute ret and returns the SAME way. In ret I
use compute returns for EACH column and in returns I do it for the whole
data frame. Could someone please tell me why I see a lagged result,by which
I mean ret and returns are different by one lag.
(oops, forgot to cc. the list)
On Jul 29, 2011, at 08:09 , Ashim Kapoor wrote:
Dear R-helpers,
In the following example I compute ret and returns the SAME way. In ret I
use compute returns for EACH column and in returns I do it for the whole
data frame. Could someone please tell me why I
Hi:
To add to Peter Dalgaard's comments, a look at head(ret) and
head(returns) would also have clued you in:
head(ret, 1)
GOOG.OpenGOOG.High GOOG.Low GOOG.Close GOOG.Volume
2007-01-03 1.377067e-05 3.184271e-05 3.378641e-05 7.049545e-05 3.01405e-09
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