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2011 Oct 24
3
new to R coding.
how do I code the following in R. I want to produce a vector where dx=log( (d(x))/(d(x-1)) ). I can do it for dx=diff(log(x)). I am learning/trying to model log returns of a stock market index. But instead of using the difference of the closing values of two consecutive days, i want to use the log of the quotient of the two days. any help is most appreciated. d is a vector of the closing values of