Delt {quantmod} | R Documentation |

## Calculate Percent Change

### Description

Calculate the k-period percent difference within one series, or
between two series. Primarily used to calculate the percent change
from one period to another of a given series, or to calculate
the percent difference between two series over the full series.

### Usage

Delt(x1, x2 = NULL, k = 0, type = c("arithmetic", "log"))

### Arguments

`x1` |
*m x 1* vector |

`x2` |
*m x 1* vector |

`k` |
change over `k` -periods. default k=1 when x2 is NULL. |

`type` |
type of difference. log or arithmetic (defauly). |

### Details

When called with only `x1`

, the one period percent change of the
series is returned by default. Internally this happens by copying
x1 to x2. A two period difference would be specified with `k=2`

.

If called with both `x1`

and `x2`

, the difference between
the two is returned. That is, k=0. A one period difference would be
specified by `k=1`

. `k`

may also be a vector to calculate
more than one period at a time. The results will then be an m x length(k)

Log differences are used by default:
Lag = log(x2(t)/x1(t-k))

Arithmetic differences are calculated:
Lag = (x2(t) - x1(t-k))/x1(t-k)

### Value

An matrix of `length(x1)`

rows and `length(k)`

columns.

### Author(s)

Jeffrey A. Ryan

### See Also

`OpOp`

`OpCl`

### Examples

Stock.Open <- c(102.25,102.87,102.25,100.87,103.44,103.87,103.00)
Stock.Close <- c(102.12,102.62,100.12,103.00,103.87,103.12,105.12)
Delt(Stock.Open) #one period pct. price change
Delt(Stock.Open,k=1) #same
Delt(Stock.Open,type='arithmetic') #using arithmetic differences
Delt(Stock.Open,Stock.Close) #Open to Close pct. change
Delt(Stock.Open,Stock.Close,k=0:2) #...for 0,1, and 2 periods

[Package

*quantmod* version 0.3-6

Index]