Using Price2Ret to calculate Return

Suppose I have a data with the first column is Date and the second column is Price. I would like to calculate Returns using price2ret and put that information on the third column. Please advise.

3 件のコメント

dpb
dpb 2018 年 7 月 8 日
And what have you tried so far and where, specifically, did you have a problem following price2retdoc
You need to read the data and pass to the function the data matching the input description...
doc readtable % first step, probably easiest
doc datenum % the time data
Unless the doc is out-of-date; it appears the Econ TB hasn't caught up to using the newer datetime class although I'd recommend you try it and see if it is just a documentation issue...it's what readtable will return for a datestring column.
alpedhuez
alpedhuez 2018 年 7 月 8 日
I have done this and would like to see the code sample because I would think it is a reasonable question that would be of interest.
dpb
dpb 2018 年 7 月 8 日
編集済み: dpb 2018 年 7 月 8 日
Post your work...I don't have the requisite toolbox nor data to work from. Best would be a small self-contained example illustrating the problem you ran into instead of expecting volunteers to try recreate your (unknownst to us) problem scenario.
What happens with
t=readtable('sample4.xlsx');
[ret,ints]=price2ret(t.Price,t.Date);
??? Does it barf on datetime array?

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Akshay Srivastava
Akshay Srivastava 2018 年 7 月 9 日

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It will be better, if you could send the code you are working on to understand the exact need of your question and it would help in answering properly.

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