How to calculate returns from a vector of prices?

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醉梦人生
醉梦人生 2020-12-09 22:05

I have to calculate the return of a vector that gives a historical price series of a stock. The vector is of a form:

a <- c(10.25, 11.26, 14, 13.56) 
         


        
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  •  南笙
    南笙 (楼主)
    2020-12-09 22:17

    You may find the functions in quantmod relevant for your work:

    > require(quantmod)
    > Delt(a)
         Delt.1.arithmetic
    [1,]                NA
    [2,]        0.09853659
    [3,]        0.24333925
    [4,]       -0.03142857
    

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