dif4 {generalCorr}

order 4 differencing of a time series vector

Description

This is for momentum traders who focus on growth, acceleration, its gorwth and further acceleration. The diff function of R seems to do recycling of available numbers, not wanted for our purposes.

Usage

dif4(x)

Arguments

x

(n X 1) vector of time series (market returns) with n items each

Value

ou2 matrix having five columns, first for x, the next four columns have diff(x), diff-squared(x), diff-cubed(x) and diff-fourth(x)

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY

Examples

x=c(2,8,3,5,1,8,19,22,23)
dif4(x)