[R] One year return not year to date

Rui Barradas ru|pb@rr@d@@ @end|ng |rom @@po@pt
Sat Jul 25 21:05:34 CEST 2020


Hello,

I believe the error message comes from the last line, getQuote returns a 
data.frame with a Date column and log(aaa) will try to log a date.
Error.
log(aaa[-1]) works, maybe the OP wants to revise the code and then come 
back to this or other thread.

Hope this helps,

Rui Barradas

Às 19:06 de 25/07/2020, Bert Gunter escreveu:
> What is the error message? Knowing this may help others diagnose the
> problem.
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
>
> On Sat, Jul 25, 2020 at 8:41 AM Pedro páramo <percentil101 using gmail.com> wrote:
>
>> Hi all,
>>
>> I want to calculate interanual (not year to date) variation of a stock, I
>> am able to obtain year to date with annualReturn, but no way to obtain the
>> interanual increase. It says me no numerical output.
>>
>> Can anyone guide me to obtain it.
>>
>> library(PerformanceAnalytics)
>> library(dplyr)
>> library(tibble)
>> library(lubridate)
>> library(PerformanceAnalytics)
>> library(quantmod)
>> library(ggplot2)
>> library(png)
>> library(RCurl)
>>
>> fecha<-Sys.Date()-365 #with this I obtain one year back beginning
>> precio<-getSymbols("ACX.MC",from='fecha')
>> ret2<- na.omit(CalculateReturns(Cl(ACX.MC)))
>> g<-annualReturn(ACX.MC) #This is year to date
>> d<-CalculateReturns(Cl(ACX.MCC))
>> aaa<-getQuote('ACX.MC',from='fecha')
>> Lastprice<-aaa[1,2]
>>
>> lo<-c(diff(log(aaa),250))  #With this I try  to obtain interanual year
>> variation but error
>>
>>
>> Hope you can help me
>>
>>          [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


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