Ch 5 - AIG

Load data AIG

library(Quandl)

AIG_2002_Today <- Quandl("GOOG/NYSE_AIG", start_date="2002-01-01", collapse="monthly", type="xts")

AIG_2002_2007 <- Quandl("GOOG/NYSE_AIG", start_date="2002-01-01", end_date="2007-12-31", collapse="monthly", type="xts")

AIG_2009_2012 <- Quandl("GOOG/NYSE_AIG", start_date="2009-01-01", end_date="2012-12-31", collapse="monthly", type="xts")

mean series

mean(AIG_2002_Today[,"Close"])

[1] 620.6963

mean(AIG_2002_2007[,"Close"])

[1] 1284.019

mean(AIG_2009_2012[,"Close"])

[1] 31.42438

Time Series 2002 to today

plot(AIG_2002_Today[,"Close"], xlab = "Time", ylab = "Price", main = "AIG 2002 to today")

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Time Series 2002 to today from google/finance

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Time Series 2002 to 2007

plot(AIG_2002_2007[,"Close"], xlab = "Time", ylab = "Price", main = "AIG 2002 to 2007")

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Time Series 2002 to 2007 from google/finance

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Histogram 2002 to 2007

hist(AIG_2002_2007[, "Close"], breaks = 7, xlab = "Price", ylab = "# of Months", main = "AIG 2002 to 2007")

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Histogram 2002 to 2007 from book

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Histogram 2009 to 2012

hist(AIG_2009_2012[, "Close"], breaks = 7, xlab = "Price", ylab = "# of Months", main = "AIG 2009 to 2012")

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