[R] Log difference in a dataframe column
eric
ericstrom at aol.com
Mon Jan 17 16:44:07 CET 2011
What am I doing wrong here ? And what's the right way to calculate the log
differences in a column in a df ?
# first 3 rows of 5000 rows
y[1:3,]
Date Open High Low Close
1 1983-03-30 29.96 30.51 29.96 30.35
2 1983-03-31 30.35 30.55 30.20 30.24
3 1983-04-04 30.25 30.65 30.24 30.39
#equation in question ...why is this giving zeros ?
y1 <- 100*log(y[,5]/(lag(y[,5],1)))
# first 10 values from the equation...all zeros
head(y1,10)
[1] 0 0 0 0 0 0 0 0 0 0
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