[R] how to calculate the return?

[Gabor Grothendieck]

Are you sure its a matrix?  or is it a data frame?

> BOD # built into R
  Time demand
1    1    8.3
2    2   10.3
3    3   19.0
4    4   16.0
5    5   15.6
6    7   19.8
> class(BOD)
[1] "data.frame"
> BOD[2]
  demand
1    8.3
2   10.3
3   19.0
4   16.0
5   15.6
6   19.8
> BOD[[2]]
[1]  8.3 10.3 19.0 16.0 15.6 19.8
> BOD[,2]
[1]  8.3 10.3 19.0 16.0 15.6 19.8
> bod <- as.matrix(BOD)
> class(bod)
[1] "matrix"
> bod[2]
[1] 2
> bod[,2]
[1]  8.3 10.3 19.0 16.0 15.6 19.8

You may wish to review the Introduction to R manual and the many contributed
introductions at the first hit found by googling for
   CRAN contributed documentation

On Nov 24, 2007 9:07 AM, Denver XU <financialengine at gmail.com> wrote:
> Hi, R-users,
>  data is a matrix like this
>         AMR      BS      GE      HR      MO      UK   SP500
> 1974 -0.3505 -0.1154 -0.4246 -0.2107 -0.0758  0.2331 -0.2647
> 1975  0.7083  0.2472  0.3719  0.2227  0.0213  0.3569  0.3720
> 1976  0.7329  0.3665  0.2550  0.5815  0.1276  0.0781  0.2384
> 1977 -0.2034 -0.4271 -0.0490 -0.0938  0.0712 -0.2721 -0.0718
> 1978  0.1663 -0.0452 -0.0573  0.2751  0.1372 -0.1346  0.0656
> 1979 -0.2659  0.0158  0.0898  0.0793  0.0215  0.2254  0.1844
> 1980  0.0124  0.4751  0.3350 -0.1894  0.2002  0.3657  0.3242
> 1981 -0.0264 -0.2042 -0.0275 -0.7427  0.0913  0.0479 -0.0491
> 1982  1.0642 -0.1493  0.6968 -0.2615  0.2243  0.0456  0.2141
> 1983  0.1942  0.3680  0.3110  1.8682  0.2066  0.2640  0.2251
> I want  to calculate the return say AMR,so I use
> re=numeric(10)
> for (i in 2:nrow(data))
>    re[1]=0
>   re[i]=log(data[i]/data[i-1])
> to my surprise, the result is
> > re
>  [1]  0.00000  0.00000  0.00000  0.00000  0.00000  0.00000  0.00000  0.00000
>  [9]  0.00000 -1.70109
> I don't know what's wrong with my code, and is there alternative way
> to do the same?
> thanks
>
> Denver
>
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