Hi Boss, i have data of one stock price from 2 January 2006 to 31 December 2012.But each year had different markert day, I want to calculate daily returns and display the series,so how to set about the frequency? If I set frequency=260,is that OK? [[alternative HTML version deleted]]
Hello, If stock prices are daily data, use frequency = 1. Hope this helps, Rui Barradas Em 21-04-2013 14:22, Lizhu Ren escreveu:> Hi Boss, > > i have data of one stock price from 2 January 2006 to 31 December 2012.But each year had different markert day, > > I want to calculate daily returns and display the series,so how to set about the frequency? If I set frequency=260,is that OK? > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >
Hello, You've not Cc'ed the list If you keep the discussion on the list, you'll have more and better answers. See the post by Michael Weylandt for a more complete answer to your question. Rui Barradas Em 22-04-2013 12:16, Lizhu Ren escreveu:> thanks for u replying? > i think in setting frequency?1means year and 4 means quarter?so daily needs exact number of market days > > ???? iPhone > > ? 22 Apr 2013?10:00?"Rui Barradas" <ruipbarradas at sapo.pt> ??? > >> Hello, >> >> If stock prices are daily data, use frequency = 1. >> >> >> Hope this helps, >> >> Rui Barradas >> >> Em 21-04-2013 14:22, Lizhu Ren escreveu: >>> Hi Boss, >>> >>> i have data of one stock price from 2 January 2006 to 31 December 2012.But each year had different markert day, >>> >>> I want to calculate daily returns and display the series,so how to set about the frequency? If I set frequency=260,is that OK? >>> >>> [[alternative HTML version deleted]] >>> >>> ______________________________________________ >>> R-help at r-project.org mailing list >>> https://stat.ethz.ch/mailman/listinfo/r-help >>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >>> and provide commented, minimal, self-contained, reproducible code. >>
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