R help - Feb 2010 - Subtracting time series

Hi all,

I've got a time series object (xts) called table.  Table contains closing
price and volume for each market day of 2009 on a given equity.

I'd like to get another xts object, say table2, that contains for each
market day holds the close of that day minus the close of the day before and
the volume of that day minus the volume of the day before.

So

table2 <- table[x,] - table[(x-1),]

But I can't quit get the syntax, any help would be appreciated.

Nick

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On Tue, 2 Feb 2010, Nick Torenvliet wrote:
> Hi all,
>
> I've got a time series object (xts) called table.  Table contains
closing
> price and volume for each market day of 2009 on a given equity.
>
> I'd like to get another xts object, say table2, that contains for each
> market day holds the close of that day minus the close of the day before
and
> the volume of that day minus the volume of the day before.
>
> So
>
> table2 <- table[x,] - table[(x-1),]
This does not do what you want because xts is smart and aligns along the 
time index.
> But I can't quit get the syntax, any help would be appreciated.
Look at diff() and lag() and their respective methods for "xts"
series.
Z
> Nick
>
> 	[[alternative HTML version deleted]]
>
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