returns: Daily returns of six stocks

In PCA4TS: Segmenting Multiple Time Series by Contemporaneous Linear Transformation

Description

The data contains the daily returns of the stocks of Bank of America Corporation, Dell Inc., JPMorgan Chase Co., FedEx Corporation, McDonald's Corp. and American International Group in 2 January 2002 – 10 July 2008.

Usage

data("returns")

Examples

data(returns)

# Time series plots of the returns 

Y=returns
names(Y)=c("Y1","Y2","Y3","Y4","Y5","Y6")
location=c(1,253,505,757,1009,1260,1511)
year=c(2002,2003,2004,2005,2006,2007,2008)

par(mfrow=c(6,1),mar=c(2,2,0.5,1),cex=0.5, mgp = c(1.4, 0.6, 0))
plot(Y[,1],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')
plot(Y[,2],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')
plot(Y[,3],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')
plot(Y[,4],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')
plot(Y[,5],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')
plot(Y[,6],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n")
axis(1, at=location, labels=year, col.axis='brown')

PCA4TS documentation built on May 2, 2019, 9:42 a.m.