Sorry, if this question is rather basic, but being a newbie I still have
problems to think in the "R way".
My problem is as follows:
- I have a data frame X with stock prices X$Price and corresponding
dates X$Date.
- Now I want to get for each date x in X$Date the index z, such that
z = min (a | X$Date(a)>x and X$Price(a)>Price(x)
To put it simple, I am looking for the first time in the future at which
the stock price is higher than today's stock price. If such a time does
not exist the output should be N.A.
An example input:
Index X$Price X$Date
1 20 2000-01-01
2 25 2000-01-02
3 15 2000-01-03
4 20 2000-01-04
The output should be
Index z
1 2
2 N.A.
3 4
4 N.A.
I don't have any idea how to program this in an elegant way in R. Any
help is thus highly appreciated.
Thanks in advance
Oliver
--
Oliver Faulhaber (Dipl.-Math. oec., Aktuar DAV)
[EMAIL PROTECTED] ยท www.oliverfaulhaber.de
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