Description Usage Arguments Value Methods Author(s) Examples

Either continuous returns or discrete returns are computed for an
object. The returns can be expressed as percenatges and the first `NA`

value can be trimmed.

1 2 | ```
returnseries(y, method = c("continuous", "discrete"), percentage = TRUE,
trim = FALSE, compound = FALSE)
``` |

`y` |
Objects of classes: numeric, matrix, data.frame, ts, mts, and timeSeries are supported. |

`method` |
Character, the type of return to be computed. |

`percentage` |
Logical, if |

`trim` |
Logical, if |

`compound` |
Logical, if |

An object of the same class as `y`

, containing the truncated series.

- y = "data.frame"
The calculation is applied per column of the data.frame and only if all columns are numeric.

- y = "matrix"
The calculation is applied per column of the matrix.

- y = "mts"
The calculation is applied per column of the mts object. The attributes are preserved and an object of the same class is returned.

- y = "numeric"
Calculation of the es trend.

- y = "timeSeries"
The calculation is applied per column of the timeSeries object and an object of the same class is returned.

- y = "ts"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

- y = "xts"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

- y = "zoo"
Calculation of the returns. The attributes are preserved and an object of the same class is returned.

Bernhard Pfaff

1 2 3 4 | ```
data(StockIndex)
y <- StockIndex[, "SP500"]
ret <- returnseries(y)
head(ret)
``` |

```
Loading required package: cccp
Loading required package: Rglpk
Loading required package: slam
Using the GLPK callable library version 4.52
Loading required package: timeSeries
Loading required package: timeDate
Financial Risk Modelling and Portfolio Optimisation with R (version 0.4-1)
[1] NA 1.945825 -1.932933 1.176469 -4.489662 10.110329
```

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