From wealth time series to prices relative time series

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Description

Transform a time series of wealths into a time series of prices relative of the same length. Make sure that the first element is correct.

Usage

1
w2x(w)

Arguments

w

Time series of wealth.

Details

Essentially perform w / lag(w) but add an initial value to keep the same length.

Value

Time series of relative prices

Author(s)

Marc Delvaux