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Monthly returns

Posted: Tue Apr 11, 2017 10:09 am
by Suigeneris
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

Re: Monthly returns

Posted: Tue Apr 11, 2017 10:17 am
by startz
log(y/y(-1))
You might want to look at http://www.eviews.com/illustrated/illustrated.html