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quantmod (version 0.4.18)

# Delt: Calculate Percent Change

## Description

Calculate the k-period percent difference within one series, or between two series. Primarily used to calculate the percent change from one period to another of a given series, or to calculate the percent difference between two series over the full series.

## Usage

`Delt(x1, x2 = NULL, k = 0, type = c("arithmetic", "log"))`

## Arguments

x1

m x 1 vector

x2

m x 1 vector

k

change over `k`-periods. default k=1 when x2 is NULL.

type

type of difference. log or arithmetic (default).

## Value

An matrix of `length(x1)` rows and `length(k)` columns.

## Details

When called with only `x1`, the one period percent change of the series is returned by default. Internally this happens by copying x1 to x2. A two period difference would be specified with `k=2`.

If called with both `x1` and `x2`, the difference between the two is returned. That is, k=0. A one period difference would be specified by `k=1`. `k` may also be a vector to calculate more than one period at a time. The results will then be an m x length(k)

Arithmetic differences are used by default: Lag = (x2(t) - x1(t-k))/x1(t-k)

Log differences are calculated: Lag = log(x2(t)/x1(t-k))

`OpOp` `OpCl`

## Examples

Run this code
``````# NOT RUN {
Stock.Open <- c(102.25,102.87,102.25,100.87,103.44,103.87,103.00)
Stock.Close <- c(102.12,102.62,100.12,103.00,103.87,103.12,105.12)

Delt(Stock.Open)                    #one period pct. price change
Delt(Stock.Open,k=1)                #same
Delt(Stock.Open,type='arithmetic')  #using arithmetic differences (default)
Delt(Stock.Open,type='log')         #using log differences

Delt(Stock.Open,Stock.Close)        #Open to Close pct. change
Delt(Stock.Open,Stock.Close,k=0:2)  #...for 0,1, and 2 periods

# }
``````

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