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Friday, January 6, 2012

Stocks Analysis - PART I



#imports the library
#install.packages("fImport") #installs if required
library(fImport)

#stock names
stockNames=c("GOOG")

#adjusted columns indices
adjustedIndex=NULL
for(i in 1:length(stockNames)) adjustedIndex[i]=i*6

#downloads all the stock data
stockData=yahooSeries(
stockNames, from="2007-01-01",to="2011-06-30") [,adjustedIndex]

#gets the returns
returnData= returns(stockData)

#plots the stock data for all stocks
plot(stockData,main="Prices")

#plots the returns for all stocks
plot(returnData,main="Returns")


#stores the returns data without time series
returnsArray = array(1:1,dim=c(length(returnData[,1]),4))
for(i in 1:length(stockNames)) returnsArray[1:length(returnData[,i]),i]=returnData[,i]


#for plotting the prices data without time series
prices = array(1:1,dim=c(length(stockData[,1]),4))
for(i in 1:length(stockNames)) prices[1:length(stockData[,i]),i]=stockData[,i]

#makes the multiple plots
par(mfrow=c(length(stockNames),1), pch=length(stockNames))

for(i in 1:length(stockNames)) plot(density(returnsArray[,i]),main=paste(stockNames[i]," returns density"))


#makes the qqnorm plots
for(i in 1:length(stockNames)) qqnorm(returnsArray[,i],main=paste(stockNames[i]," returns qq norm"))

#contains back the plotting window
par(mfrow=c(1,1), pch=1)



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