[R] Subtracting time series
Achim.Zeileis at wu-wien.ac.at
Tue Feb 2 16:07:19 CET 2010
On Tue, 2 Feb 2010, Nick Torenvliet wrote:
> Hi all,
> I've got a time series object (xts) called table. Table contains closing
> price and volume for each market day of 2009 on a given equity.
> I'd like to get another xts object, say table2, that contains for each
> market day holds the close of that day minus the close of the day before and
> the volume of that day minus the volume of the day before.
> table2 <- table[x,] - table[(x-1),]
This does not do what you want because xts is smart and aligns along the
> But I can't quit get the syntax, any help would be appreciated.
Look at diff() and lag() and their respective methods for "xts" series.
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