iClick.VisOneReturns: Visualize Asset Returns

Description Usage Arguments Details Value Author(s) Examples

View source: R/iClick_VisOneReturns.R

Description

This GUI conducts plots of daily asset returns, including ACF, PACF, drawdowns, and Talyor effects.

Usage

1

Arguments

dat

Time series object,xts.

Details

This GUI is designed for financial time series, maily daily stock returns. Other time series data works also, as long as it has a date column.

Value

Output GUI

Author(s)

Ho Tsung-wu <[email protected]>

Examples

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data("world20")
y=na.omit(diff(log(world20[,1])))

## Simulation data
#dat=rnorm(200,5,1)
#y=ts(dat, start = c(1970, 1), frequency = 12)
iClick.VisOneReturns(y)

iClick documentation built on Feb. 25, 2018, 1:03 a.m.