\name{returns} \title{Financial Returns} \alias{returns} \alias{returns.default} \alias{returns.timeSeries} \alias{returns.zoo} \alias{returnSeries} \alias{getReturns} \description{ Compute financial returns from prices or indexes. } \usage{ returns(x, \dots) \method{returns}{default}(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, \dots) \method{returns}{timeSeries}(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, na.rm = TRUE, trim = TRUE, \dots) \method{returns}{zoo}(x, method = c("continuous", "discrete", "compound", "simple"), percentage = FALSE, na.rm = TRUE, trim = TRUE, \dots) getReturns(\dots) returnSeries(\dots) } \arguments{ \item{percentage}{ a logical value. By default \code{FALSE}, if \code{TRUE} the series will be expressed in percentage changes. } \item{method}{ ... } \item{na.rm}{ ... } \item{trim}{ ... } \item{x}{ an object of class \code{timeSeries}. } \item{\dots}{ arguments to be passed. } } \value{ all functions return an object of class \code{timeSeries}. } \note{ The functions \code{returnSeries}, \code{getReturns}, are synonymes for \code{returns.timeSeries}. } \examples{ ## data - # Microsoft Data: myFinCenter <<- "GMT" MSFT = as.timeSeries(data(msft.dat))[1:10, 1:4] head(MSFT) ## returnSeries - # Continuous Returns: returns(MSFT) # Discrete Returns: returns(MSFT, type = "discrete") # Don't trim: returns(MSFT, trim = FALSE) # Use Percentage Values: returns(MSFT, percentage = TRUE, trim = FALSE) } \keyword{chron}