如何在R中生成股票波动函数？

我有一个名为“mytable”的股票数据

我想创建名为“diff_Close5”的数据帧

我想把数据放到diff_Close5中。如果股票波动率在过去5天内曾达到+5%（例如20170704~20170710），则1其他0

我如何制作代码

**我英语说得不好。对不起**

library(stocks)
library(RSQLite)
library(dplyr)
library(rpart)
filename = "C:/Users/Kun/Documents/Dashin/test.db" # db connect
sqlite.driver = dbDriver("SQLite")
db = dbConnect(sqlite.driver,dbname = filename)
database = dbListTables(db)
str(database)
database
mytable = dbReadTable(db,'A005930') #stock table

> head(mytable,10)
   Date Volume    Open    High     Low   Close diff_Close5
1  20170710 211888 2425000 2445000 2416000 2433000
2  20170707 162638 2387000 2406000 2381000 2393000
3  20170706 218461 2400000 2405000 2386000 2403000
4  20170705 212805 2341000 2384000 2339000 2379000
5  20170704 159220 2358000 2370000 2345000 2350000
6  20170703 136111 2375000 2389000 2356000 2361000
7  20170630 237551 2375000 2381000 2355000 2377000
8  20170629 166131 2402000 2416000 2397000 2397000
9  20170628 191450 2380000 2400000 2378000 2385000
10 20170627 192335 2411000 2420000 2395000 2415000

试试这个：

mytable$diff_Close5<- tail(mytable$Close, -1) - head(mytable$Close, -1)

---

mytable$diff\u close5真诚地感谢您的支持。但这段代码称为错误。我不明白代码是怎么计算5%的利率的。mytable$diff_Close5