Lets say I have a single timeseries, the simple return would be T/T-1-1
the log return would be ln(T/T-1)
But let's say I have two different time series, T and R
The values are close, but still differ slightly. I normally create an adjusted time series by doing the simple return calculation as follows
(T-T-1)/R-1
How can I convert this simple timeseries into a log return?
