pendensity (version 0.2.13)

DeutscheBank: Daily final prices (DAX) of the German stock Deutsche Bank in the years 2006 and 2007

Description

Containing the daily final prices of the German stock Deutsche Bank in the years 2006 and 2007.

Usage

data(DeutscheBank)

Format

A data frame with 507 observations of the following 2 variables.

Date

Date

ClosingPrice

ClosingPrice

Examples

# NOT RUN {
data(DeutscheBank)

form<-'%d.%m.%y'

time.DeutscheBank <- strptime(DeutscheBank[,1],form)

#looking for all dates in 2006
data.DeutscheBank <- DeutscheBank[which(time.DeutscheBank$year==106),2]

#building differences of first order
d.DeutscheBank <- diff(data.DeutscheBank)

#estimating the density
density.DeutscheBank <- pendensity(d.DeutscheBank~1)
plot(density.DeutscheBank)
# }