log returns (continuous compund returns) of a time series in r

To log continuous compund returns of a time series in R, you can use the log_returns() function from the quantmod package. Here's an example:

main.r
# Load the quantmod package
library(quantmod)

# Load a time series of prices (e.g. IBM stock)
getSymbols("IBM")

# Calculate the log returns using the `log_returns()` function
log_returns <- function(x) {
  diff(log(x))
}
ibm_ccr <- log_returns(IBM$IBM)

# Plot the continuous compound returns
plot(ibm_ccr, main="IBM Continuous Compound Returns", xlab="", ylab="")
367 chars
15 lines

This code will download the daily prices for IBM stock and then calculate the continuous compound returns by taking the logarithm of the ratio of each day's closing price to the previous day's closing price. The resulting time series will represent the daily continuous compound returns for IBM stock. The plot() function is used to create a visual representation of the continuous compound returns.