Dr and Profissor

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R version 3.0.2 (2013-09-25) -- "Frisbee Sailing"

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> library(fBasics)

Loading required package: MASS

Loading required package: timeDate

Loading required package: timeSeries

Attaching package: ‘fBasics’

The following object is masked from ‘package:base’:

norm

> da=read.table("m-ibmsp6709.txt",header=T)

> head(da)

date ibm sp

1 19670131 0.075370 0.078178

2 19670228 0.079099 0.001963

3 19670331 0.048837 0.039410

4 19670428 0.100887 0.042239

5 19670531 -0.035234 -0.052441

6 19670630 0.067024 0.017512

> ibm=log(da$ibm+1)

> sp=log(da$sp+1)

> cor(ibm, sp)

[1] 0.5874154

> library(fBasics)

> da=read.table("m-ibmsp6709.txt",header=T)

> head(da)

date ibm sp

1 19670131 0.075370 0.078178

2 19670228 0.079099 0.001963

3 19670331 0.048837 0.039410

4 19670428 0.100887 0.042239

5 19670531 -0.035234 -0.052441

6 19670630 0.067024 0.017512

> ibm=log(da$ibm+1)

> sp=log(da$sp+1)

> cor(ibm, sp, method="spearman")

[1] 0.5860817

> library(fBasics)

> da=read.table("m-ibmsp6709.txt",header=T)

> head(da)

date ibm sp

1 19670131 0.075370 0.078178

2 19670228 0.079099 0.001963

3 19670331 0.048837 0.039410

4 19670428 0.100887 0.042239

5 19670531 -0.035234 -0.052441

6 19670630...