On Wed, Jun 19, 2013 at 6:24 AM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > On Wed, Jun 19, 2013 at 12:04 PM, Yanyuan Zhu <y...@tongji.edu.cn> wrote: >> Hello all, now I'm trying to switch from Excel to R to deal with the data, >> and as a newbie i got the problem as follows. >> >> suppose I have a data named "test" >> test<- data.frame(year=c(1996:2011), >> Y=c(74163.6,81658.5,86531.6,91125.0,98749.0,109028.0,120475.6,136613.4,160956.6,187423.5,222712.5,266599.2,315974.6,348775.1,402816.5,465731.3)) >> in which Y means the GDP of a country >> >> If i want to get Delta Y = Y(t)-Y(t-1) , i could use diff() in R >> diff(test$Y) >> >> but what if i want to get gY=(Y(t)-Y(t-1))/Y(t-1)? >> seems diff(test$Y)/(test$Y)[-1] doesnt work ... > > Odd, I would have thought it did. > > No matter anyways: if you are using time series data, I'd strongly > recommend that you place your data in an object of the "xts" class and > use all of the time series functionality available for those objects. > > Notably, you'll also want to load the "TTR" package (all of these are > available through the install.packages() function off the CRAN mirror > system) and to use its ROC function. > But note that TTR::ROC uses continuous, not discrete, compounding by default.
So you need: ROC(test$Y, n=1, type="discrete") Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com ______________________________________________ R-help@r-project.org 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.