March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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How to do it...
In the following recipe, we will work with the returns for the Pampa Energia S.A. ADR stock prices:
- First, we load the data and the necessary packages, and we calculate the returns. As can be seen here, they seem reasonably Gaussian (further testing could be performed here):
library('depmixS4')datas = read.csv("./hist_PAM20190304.csv")[5]returns = diff(datas$cierre)/datas$cierre[-length(datas$cierre)]plot(returns,type="l")returns = data.frame(returns =returns)hist(returns$returns,main="Histogram of returns")
The following screenshot is the Histogram of returns: the data seems reasonably Gaussian:
- We fit our model, where ...
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