library(tseries)
library(zoom)
library(zoo)
## 
## Attaching package: 'zoo'
## The following objects are masked from 'package:base':
## 
##     as.Date, as.Date.numeric
library(moments)
library(ggplot2)
data <- read.csv("C:\\Users\\t420\\Desktop\\lauda.csv")
str(data)
## 'data.frame':    172 obs. of  3 variables:
##  $ ly : num  -0.001027 -0.003155 -0.000281 0.000808 0.003094 ...
##  $ lu : num  8.4 8.92 8.57 8.34 7.87 ...
##  $ lpi: num  1.49 1.49 1.5 1.51 1.51 ...
pi <- data[,3]
summary(pi)
##    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
##   1.486   1.761   1.885   1.853   1.986   2.058
pi1 <- ts(pi)
par(mfcol=c(2,1))
plot(pi)
plot(pi1)

acf(pi, lag=12)

pacf(pi,lag=12)

sd(pi)
## [1] 0.152973
mean(pi)
## [1] 1.853205
range(pi)
## [1] 1.485736 2.057936
skewness(pi)
## [1] -0.7153677
kurtosis(pi)
## [1] 2.629173
qplot(pi,geom= 'histogram', binwidth=20)+ xlab('Time')