Hi,
> returns.z = tail(prices.z,-1)/head(prices.z,-1) - 1 # should be equivalent
> to returns = exp(diff(log(prices.z))) - 1
>
> Curiously, I get a zoo object back with zeros everywhere and also with the
> index having one fewer element than it should.
>
> Does anyone know how to pointwise divide zoo objects, and what exactly "/"
> is doing?
>
I think any arithmetic operations on zoo objects work on values having the
same indexes. So if
x <- zoo(1:10, 1:10)
y <- zoo(1:10, 11:20)
x/y
# no result as no elements have the same index
y <- zoo(1:10, 6:15)
x/y
# last five elements from x, first five from z
To do your first example, you can use coredata so that one of your obejcts
would be an ordinary vector:
returns.z = tail(prices.z,-1)/coredata(head(prices.z,-1)) - 1
Regards,
Kenn
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