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I am new to R coding and I am trying to model the returns on the ftse100 since 1990. I have got a vector with all the closing values on each trading day. however, instead of using the difference in the closing values of two consecutive days, (ie dx=diff(x) where x is the vector containing the closing values), i wanted to use the quotient of the two closing values. I have tried the following without any luck
> for (i in 2:n) {
+ dx[i]=(d[i])/(d[i-1])
+ delta=dx[i]
+ }where n=length(x).
the vecotr x contains about 5900 values.
how do i do this in R please.One of the most straightforward ways is to create a lagged version of your vector of closing prices and use that in the computation:
x.lag <- c(NA, x[1:(length(x)-1)]) quotient <- x/x.lagWhere 'x' is your vector of prices and your data is sorted by ascending date/time. There are other ways to do this, but this is fairly generalizable code that is easy to change to fit your needs.
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