Compute log-returns in a time series.

Dear users, I have a doubt with this operation. i need to compute a log-returns of a time-series, accourding to the formula (continuously compounded return):

r(t)=log[S(t)]-log[S(t-1)]

In other terms, i have a vector of prices, and i want to have a vector of log-return.

How to compute in Matlab?

Thanks in advance

Answer 1

[Roger Wohlwend]

r = diff(log(S))