# 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

 `1` ```data("returns") ```

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22``` ```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.