quantmod - R yearly returns from dataframe with date and close -
i have data.frame df date df$date , close df$close column. trying yearly returns having problems
i tried
library(quantmod) yr <- data.frame( periodreturn(df, period='yearly', subset='2008::')) and having date rownames, cannot work. thank help.
your code works if convert xts. if you're having difficulty converting data.frame xts, provide more info data requested in comments of question.
getsymbols("spy", src='yahoo', return.class='data.frame') #[1] "spy" class(spy) #[1] "data.frame" as.data.frame(periodreturn(xts(spy[["spy.close"]], as.date(rownames(spy))), 'yearly', subset="2008/")) yearly.returns 2008-12-31 -0.382805554 2009-12-31 0.234929078 2010-12-31 0.128409907 2011-12-30 -0.001988072 2012-06-04 0.020717131
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