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)
- Type: Data One or more numeric columns. Each selected column is interpreted as one-period log return series.
- Type: Data k-period log return series calculated using the one-period log return series and window length k that are provided in the input.