Displaying 2 results from an estimated 2 matches for "levels2weeklyret".
2004 Mar 02
2
Stuck in trying to convert repetitive code into a function
Folks,
I have the following repetitive code which works correctly:
A = read.table(file="junior.csv", sep=",", col.names=c("date", "l"));
A$date = chron(as.character(A$date), format="m/d/y");
r.junior = levels2weeklyret(lastfriday, A$date, A$l);
plot(A$date, A$l, type="l", col="red", main="Junior levels")
z <- locator(1)
A = read.table(file="kospi.csv", sep=",", col.names=c("date", "l"));
A$date = chron(as.character(A$date), form...
2004 Mar 29
9
Aggregating frequency of irregular time series
...Consultant
ajayshah at mayin.org Department of Economic Affairs
http://www.mayin.org/ajayshah Ministry of Finance, New Delhi
### ---------------------------------------------------------------------------
### Function levels2WeeklyRet
###
### Purpose To convert a vector of daily levels (e.g. a stock price, an
### index, a currency) into a vector of weekly returns.
### How We focus on friday-to-friday returns. If a friday was
### not traded, we take the most-recent available price.
### We compute...