One-period log returns to multi-period log returns

Calculates k-period log return series from one-period log return series using the following formula:
r(k) = r_1+r_2+...+r_k

Missing values are treated as zeros.

Required extensions:
- KNIME Quick Forms (https://hub.knime.com/knime/extensions/org.knime.features.js.quickforms/latest)

Options

One-period log return series:

Column(s) containing one-period log return series

Window length k:

Lenght of the period for which the log returns are calculated.

Nodes

• Column Filter1 ×
• Column Filter Configuration1 ×
• Column List Loop Start1 ×
• Column Rename (Regex)1 ×
• Component Input1 ×
• Show all 13 nodes

Extensions

• FeatureKNIME Base nodes
• FeatureKNIME Javasnippet
• FeatureKNIME Math Expression (JEP)
• FeatureKNIME Quick Forms
• FeatureKNIME Timeseries nodes

Links

• No links available