returns {timeSeries}R Documentation

Financial Returns

Description

Compute financial returns from prices or indexes.

Usage

returns(x, ...)

## S4 method for signature 'ANY':
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, ...)
## S4 method for signature 'timeSeries':
returns(x, method = c("continuous", "discrete", 
    "compound", "simple"), percentage = FALSE, na.rm = TRUE, 
    trim = TRUE, ...)
    
getReturns(...)
returnSeries(...)

Arguments

percentage a logical value. By default FALSE, if TRUE the series will be expressed in percentage changes.
method ...
na.rm ...
trim ...
x an object of class timeSeries.
... arguments to be passed.

Value

all functions return an object of class timeSeries.

Note

The functions returnSeries, getReturns, are synonymes for returns.timeSeries.

Examples

## data -  
   # Microsoft Data:
   setRmetricsOptions(myFinCenter = "GMT")
   MSFT = as.timeSeries(data(msft.dat))[1:10, 1:4]
   head(MSFT)

## returnSeries -  
   # Continuous Returns:
   returns(MSFT)
   # Discrete Returns:
   returns(MSFT, type = "discrete")
   # Don't trim:
   returns(MSFT, trim = FALSE)
   # Use Percentage Values:
   returns(MSFT, percentage = TRUE, trim = FALSE)
[Package timeSeries version 2100.83 Index]