> prices <- data$cl
> head(prices)
[1] 1108.1 1095.4 1095.4 1102.2 1096.3 1096.7
>
>
> lrets <- log(lag(prices)) - log(prices)
> head(lrets)
[1] 0 0 0 0 0 0
> summary(lrets)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max.
      0       0       0       0       0       0

> n <- length(prices);
> lrest <- log(prices[-1]/prices[-n])

> data(ttrc)
> roc <- ROC(ttrc[,"Close"])

> prices <- data$cl
> log_returns <- diff(log(prices), lag=1)

>lrtn=diff(log(prices))