Hi, I guess this is what you are looking for:
dat1 <- read.table(text=" Date Stock1 Stock2 Stock3 Market 01/01/2000 1 2 3 4 01/02/2000 5 6 7 8 01/03/2000 1 2 3 4 01/04/2000 5 6 7 8 ", header=TRUE, stringsAsFactors=FALSE) dat2<-data.frame(Date=as.Date(dat1[,1],format="%m/%d/%Y"),dat1[,2:4]) library(zoo) Stocks<-as.matrix(dat1[,2:4]) Stockreturn<-zoo(Stocks) Stockreturn<-diff(log(Stockreturn)) Stockreturn<-data.frame(Stockreturn) Stockreturn1<-Stockreturn Stockreturn1[1,]<-NA colnames(Stockreturn1[1,])<-colnames(Stockreturn) dat3<-data.frame(Date=dat2[,1], rbind(Stockreturn1[1,],Stockreturn)) row.names(dat3)<-1:nrow(dat3) dat3 Date Stock1 Stock2 Stock3 1 2000-01-01 NA NA NA 2 2000-01-02 1.609438 1.098612 0.8472979 3 2000-01-03 -1.609438 -1.098612 -0.8472979 4 2000-01-04 1.609438 1.098612 0.8472979 A.K. ----- Original Message ----- From: Akhil dua <[email protected]> To: [email protected] Cc: Sent: Thursday, July 5, 2012 12:58 AM Subject: [R] Return Hello Every one I have data on Stock prices and I want to calculate the return on all the stocks and then replace all the stock prices with the returns can any one tell me how to do My data is in the format given below Date Stock1 Stock2 Stock3 01/01/2000 1 2 3 01/02/2000 5 6 7 01/03/2000 1 2 3 01/04/2000 5 6 7 Thanks [[alternative HTML version deleted]] ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
