Calculate the (rate of) change of a series over n periods.

Usage

ROC(x, n = 1, type = c("continuous", "discrete"), na.pad = TRUE)

momentum(x, n = 1, na.pad = TRUE)

Arguments

x

Price, volume, etc. series that is coercible to xts or matrix.

n

Number of periods to use.

type

Compounding type; either "continuous" (the default) or
"discrete".

na.pad

Should periods prior to n be appended? Default is
TRUE.

Value

A object of the same class as x or a vector (if try.xts
fails) containing the rate-of-change (or return) values for ROC or a
vector containing the differenced price series for momentum.

Details

The ROC indicator provides the percentage difference of a series over two
observations, while the momentum indicator simply provides the difference.