tmp <- ts.intersect(as.ts(return), lag(marketcap, -1)) tmp[,1]*tmp[,2]
is a lot more intuitive, easier to generalize and keeps the timebase information around.
On Wed, 1 Dec 2004 [EMAIL PROTECTED] wrote:
On 01-Dec-04 Uwe Ligges wrote:(Ted Harding) wrote:[...] Let
N<-length(return) new.var <- return[2:N]*marketcap[1:(N-1)]
Ted, I aggree to all of your points, but we can simplify by negative indices (and hence circumvent your note 1): return[-1] * marketcap[-N]
Uwe Ligges
Neat footwork, Uwe! (Why didn;t I think of that? No, don't answer ... ) Ted.
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