R: Rate of Change / Momentum

ROC {TTR} | R Documentation

## Rate of Change / Momentum

### Description

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`.

### Details

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

### 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`.

### Author(s)

Joshua Ulrich

### Examples

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

[Package TTR version 0.23-1 Index]