iClick.VisOneReturns: Visualize Asset Returns

In tsungwu/iClick: A Button-Based GUI for Financial and Economic Data Analysis

Description

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

Usage

iClick.VisOneReturns(dat)

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 <[e-mail]>

Examples

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)

tsungwu/iClick documentation built on June 1, 2019, 1:58 a.m.