wouldn't it be return[2:NROW(return)]*marketcap[1:(NROW(return)-1)] (note that return is also a function in R so maybe you should stay away from calling your variable return. Anyways if you have a data frame you can add another variable to it but attach an NA to the first element (since you are lagging variables) i.e.
mydata$myvar<-c(NA, mydata$return[2:nrow(mydata)]*mydata$marketcap[1:(nrow(mydata)-1)] Jean On Tue, 30 Nov 2004, Tobias Muhlhofer wrote: > Hi! > > I'm trying to do the following. > > I have monthly a dataset with, among other things, "marketcap", and > "return". > > I want to multiply return by the marketcap of the previous month. How do > I do this? > > In STATA (which I have used frequently in the past) I would simply use > an expression of the form > > return[_n]*marketcap[_n-1] > > I believe they call this relative subscripting. Is there something like > this in R? > > On a completely different note, are there books on R? I read the > "Getting Started" notes, but, while helpful, I would need more than those. > > Thanks, > Toby > > ______________________________________________ > [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 > ______________________________________________ [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