Financial Time Series Toolbox | ![]() ![]() |
Syntax
proc = prcroc(closep, nperiods) procts = prcroc(tsobj, nperiods) procts = prcroc(tsobj, nperiods, ParameterName, ParameterValue)
Arguments
closep |
Closing price |
nperiods |
(Optional) Period difference. Default = 12. |
|
Financial time series object |
Description
proc = prcroc(closep, nperiods)
calculates the price rate of change proc
from the closing price closep
. If nperiods
periods is specified, the price rate of change is calculated between the current closing price and the closing price nperiods
ago.
procts = prcroc(tsobj, nperiods)
calculates the price rate of change procts
from the financial time series object tsobj
. tsobj
must contain a data series named Close
. The output procts
is a financial time series object with similar dates as tsobj
and a data series named PriceROC
. If nperiods
is specified, the price rate of change is calculated between the current closing price and the closing price nperiods
ago.
procts = prcroc(tsobj, nperiods, ParameterName, ParameterValue)
specifies the name for the required data series when it is different from the default name. The valid parameter name is
The parameter value is a string that represents the valid parameter name.
Examples
Compute the price rate of change for Disney stock and plot the results:
load disney.mat dis_PriceRoc = prcroc(dis) plot(dis_PriceRoc) title('Price Rate of Change for Disney')
See Also
Reference
Achelis, Steven B., Technical Analysis from A To Z, Second printing, McGraw-Hill, 1995, pp. 243 - 245.
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