Monthly returns

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Suigeneris
Posts: 1
Joined: Tue Apr 11, 2017 10:00 am

Monthly returns

Postby Suigeneris » Tue Apr 11, 2017 10:09 am

Hey, i have a 389 observation serie. Is an index serie( index quote) and i want to get all the log monthly returns. I have no idea how to write the equation ln(yt/yt-1). I dont even know if i should generate a new variable. Sorry for my english( its not my language). Ill be very gratefull for your help
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startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Re: Monthly returns

Postby startz » Tue Apr 11, 2017 10:17 am

log(y/y(-1))
You might want to look at http://www.eviews.com/illustrated/illustrated.html
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