Afdfa

Homework 3

1. Familiar with R

* Go to http://cran.r-project.org/

* Download and Install R.

* To be familiar with dataset in R.

* Load EuStockMarkets data

* Go to Menu: Packages/Load Package/datasets

* Type: data(EuStockMarkets)

* Extract data into variables:

* ftse=EuStockMarkets[,"FTSE"]

* dax = EuStockMarkets[,"DAX"]

* smi=EuStockMarkets[,"SMI"]

* cac = EuStockMarkets[,"CAC"]

* This data set contains the daily closing prices of major European stock indices: Germany DAX (Ibis), Switzerland SMI, France CAC, and UK FTSE. The data are sampled in business time, i.e., weekends and holidays are omitted.

Answer the following questions:

a. What’s the mean, variance, standard deviation, skewness, kurtosis of each stock index?

b. Plot all variables in the same graph

> local({pkg <- select.list(sort(.packages(all.available = TRUE)))+ if(nchar(pkg)) library(pkg, character.only=TRUE)}) > data(EuStockMarkets)> ftse=EuStockMarkets[,"FTSE"]> dax = EuStockMarkets[,"DAX"]> smi=EuStockMarkets[,"SMI"]> cac = EuStockMarkets[,"CAC"]> summary(ftse) Min. 1st Qu. Median Mean 3rd Qu. Max. 2281 2843 3247 3566 3994 6179 > var(ftse)[1] 953973.2> sd(ftse)[1] 976.7155> summary(dax) Min. 1st Qu. Median Mean 3rd Qu. Max. 1402 1744 2141 2531 2722 6186 > var(dax)[1] 1176775> sd(dax)[1] 1084.793 > summary(smi) Min. 1st Qu. Median Mean 3rd Qu. Max. 1587 2166 2796 3376 3812 8412 > var(smi)[1] 2765657> sd(smi)[1] 1663.026> summary(cac) Min. 1st Qu. Median Mean 3rd Qu. Max. 1611 1875 1992 2228 2274 4388 > var(cac)[1] 336764.6> sd(cac)[1] 580.3142> local({pkg <- select.list(sort(.packages(all.available = TRUE)),graphics=TRUE)+ if(nchar(pkg)) library(pkg, character.only=TRUE)})> utils:::menuInstallPkgs()--- Please select a CRAN...