從數據框插入返回

Question

我試圖在名爲Reference的數據框中插入一列，並從另一個稱爲Quotes的數據框中獲取股票的回報。

Quotes <- data.frame (Ticker = c("Petr4","Petr4","Petr4","Abev3","Abev3","Petr4","Petr4","Abev3","Abev3","Abev3"), 
        Close = c(15.80,15.55,15.90,18.52,19.57,16.25,16.50,19.20,19.18,19.7)) 

Reference <- aggregate(cbind(Close) ~ Ticker, data = (Quotes), FUN = last) 

這是插入的列如何想（最後N天的返程）：使用Quantmod FUN最後得到最後的報價，任何其他的想法

Reference$Return <- c(0.044303797,0.063714903) 

I'm？

Answer 1

參考值上的值除以報價中的滯後值。在第一種情況下，16.50（Petr4的最後一個值除以其滯後（-5）的值15.8減去1.