# First half of Table 1.2:
data(d.ibmvwewsp6203)
data(d.intc7303)
data(d.3m6203)
data(d.msft8603)
data(d.c8603)
(Daily.Simple.Returns.pct <- rbind(
SP = FinTS.stats(100*d.ibmvwewsp6203[, "SP"]),
VW = FinTS.stats(100*d.ibmvwewsp6203[, "VW"]),
EW = FinTS.stats(100*d.ibmvwewsp6203[, "EW"]),
IBM= FinTS.stats(100*d.ibmvwewsp6203[, "IBM"]),
Intel=FinTS.stats(100*d.intc7303[, "Intel"]),
MMM= FinTS.stats(100*d.3m6203[, "MMM"]),
MSFT=FinTS.stats(100*d.msft8603[, 'MSFT']),
C = FinTS.stats(100*d.c8603[, "C"])
) )
(Daily.log.Returns.pct <- rbind(
SP = FinTS.stats(100*log(1+d.ibmvwewsp6203[, "SP"])),
VW = FinTS.stats(100*log(1+d.ibmvwewsp6203[, "VW"])),
EW = FinTS.stats(100*log(1+d.ibmvwewsp6203[, "EW"])),
IBM= FinTS.stats(100*log(1+d.ibmvwewsp6203[, "IBM"])),
Intel=FinTS.stats(100*log(1+d.intc7303[,"Intel"])),
MMM= FinTS.stats(100*log(1+d.3m6203[, "MMM"])),
MSFT=FinTS.stats(100*log(1+d.msft8603[, 'MSFT'])),
C = FinTS.stats(100*log(1+d.c8603[, "C"]))
) )
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