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')
