时间序列 R语言考试基本代码.docVIP

典型例题 HW2——5 HW3——3，4 HW4—— EXAM14,15——VAR library(quantmod) getSymbols(AAPL,from=2008-01-03,to=2015-01-28) dim(AAPL) head(AAPL) tail(AAPL) chartSeries(AAPL,theme=white) % Obtain time plot of closing price and trading volume da - read.csv(d-vix0411.csv,header=T)%有时候不用header参数，看head(da)的数据形式 da - read.table(d-vix0411.txt,header=T) AAPL.rtn=diff(log(AAPL$AAPL.Adjusted)) % Compute log returns unrate - as.numeric(UNRATE[,1]) % Use a regular vector, instead of an“xts”object library(fBasics) ts.plot(ibm,main=Monthly IBM simple returns: 1968-2015) % Time plot basicStats(ibm) apply(rtn,2,basicS