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tykashi
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