ROC | R Documentation |
Calculate the (rate of) change of a series over n
periods.
ROC(x, n = 1, type = c("continuous", "discrete"), na.pad = TRUE)
momentum(x, n = 1, na.pad = TRUE)
x |
Price, volume, etc. series that is coercible to xts or matrix. |
n |
Number of periods to use. |
type |
Compounding type; either |
na.pad |
Should periods prior to |
The ROC indicator provides the percentage difference of a series over two observations, while the momentum indicator simply provides the difference.
A object of the same class as x
or a vector (if try.xts
fails) containing the rate-of-change (or return) values for ROC
or a
vector containing the differenced price series for momentum
.
Joshua Ulrich
data(ttrc)
roc <- ROC(ttrc[,"Close"])
mom <- momentum(ttrc[,"Close"])
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