[R-SIG-Finance] [R-sig-finance] n-period return

ehxpieterse eduard.pieterse at macquarie.com
Mon Aug 3 17:55:39 CEST 2009

Thanks Jeff,

I'm not too clear on how to use the GetSeries data type, after using diff().

getSymbols("^GSPC", src="yahoo") 
CloseData <- Cl(GSPC) 
Delta <- diff(CloseData, lag=1) 
for (i in 3:length(Delta)) { 
 if (Delta[i]>Delta[i-1]) sum <- sum + Delta   

It seems if the variables have no length? Is this something specific to the
way getSymbols create objects?
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