The following code computes yearly returns every month on the xts seqence s.
s=xts(1:1000,as.Date(0:999))
yret_by_month = diff(s,lag=365)/lag(s,k=365)[endpoints(s,on="months")]
There is a more efficient way to avoid diff and lag to perform
computations over the whole sequence? Thanks in advance for any help.
Regards,
F. Pollastri
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