returns {timeSeries} | R Documentation |
Compute financial returns from prices or indexes.
returns(x, ...)
returns0(x, ...)
## S4 method for signature 'ANY'
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, ...)
## S4 method for signature 'timeSeries'
returns(x, method = c("continuous", "discrete",
"compound", "simple"), percentage = FALSE, na.rm = TRUE,
trim = TRUE, ...)
x |
an object of class |
percentage |
a logical value. By default |
method |
a character string. Which method should be used to compute the returns, "continuous", "discrete", or "compound", "simple". The second pair of methods is a synonym for the first two methods. |
na.rm |
a logical value. Should NAs be removed? By default |
trim |
a logical value. Should the time series be trimmed? By Default
|
... |
arguments to be passed. |
all functions return an object of class timeSeries
.
returns0
returns an untrimmed series with the first
row of returns set to zero(s).
The functions returnSeries
, getReturns
are no longer
exported and will be removed in the near future. They are synonyms
for the function returns
and their use was discouraged for
many years. Just use returns
.
## Load Microsoft Data -
setRmetricsOptions(myFinCenter = "GMT")
data(MSFT)
X = MSFT[1:10, 1:4]
X
## Continuous Returns -
returns(X)
returns0(X)
## Discrete Returns:
returns(X, method = "discrete")
## Don't trim:
returns(X, trim = FALSE)
## Use Percentage Values:
returns(X, percentage = TRUE, trim = FALSE)