Untitled
107035165
9/26/2019
library("quantmod")## Loading required package: xts## Loading required package: zoo##
## Attaching package: 'zoo'## The following objects are masked from 'package:base':
##
## as.Date, as.Date.numeric## Loading required package: TTR## Version 0.4-0 included new data defaults. See ?getSymbols.library("tidyverse")## ── Attaching packages ───────── tidyverse 1.2.1 ──## ✔ ggplot2 3.1.1 ✔ purrr 0.3.2
## ✔ tibble 2.1.1 ✔ dplyr 0.8.1
## ✔ tidyr 0.8.3 ✔ stringr 1.4.0
## ✔ readr 1.3.1 ✔ forcats 0.4.0## ── Conflicts ──────────── tidyverse_conflicts() ──
## ✖ dplyr::filter() masks stats::filter()
## ✖ dplyr::first() masks xts::first()
## ✖ dplyr::lag() masks stats::lag()
## ✖ dplyr::last() masks xts::last()usjp=read.table("d-fx-usjp-0711.txt", header=T)
ukus=read.table("d-fx-ukus-0711.txt", header = T)
#1
usjp.rate<-usjp[,4]
usjp.rtn=diff(log(usjp.rate))
usjp.rtn## [1] 6.291703e-03 -2.511933e-03 -4.284821e-03 -2.360281e-03
## [5] 8.069305e-03 5.858476e-04 8.083041e-03 -1.079510e-03
## [9] 2.323652e-03 -8.292562e-04 6.450035e-03 -8.246063e-04
## [13] 2.800892e-03 -1.645413e-04 -6.355516e-03 1.654671e-03
## [17] 4.618565e-03 2.301308e-03 -9.034537e-04 -5.603179e-03
## [21] -2.896274e-03 2.896274e-03 -5.634751e-03 8.309444e-05
## [25] 2.489628e-03 4.465770e-03 3.295167e-03 1.479290e-03
## [29] -4.361967e-03 -3.635767e-03 -1.090360e-02 -2.178285e-03
## [33] 7.270328e-03 7.383168e-03 2.558918e-03 -1.650165e-03
## [37] -2.811546e-03 -1.745857e-02 -2.869200e-03 -6.783711e-03
## [41] -6.059332e-03 -6.957894e-03 4.214879e-03 -7.728307e-04
## [45] 8.042480e-03 6.794081e-03 -5.431567e-03 -4.691440e-03
## [49] -5.401016e-03 7.962712e-03 -4.187503e-03 6.912765e-03
## [53] -2.213709e-03 4.337664e-03 -3.395298e-04 2.546581e-04
## [57] 1.697361e-04 -3.395009e-04 -8.268384e-03 7.843846e-03
## [61] -1.614891e-03 1.105207e-03 9.639851e-03 -9.261209e-04
## [65] -5.055186e-04 5.630504e-03 -4.190939e-04 -1.762115e-03
## [69] 2.432581e-03 -3.104680e-03 2.350375e-03 4.767689e-03
## [73] -7.370218e-03 -5.817156e-03 7.606813e-04 3.794751e-03
## [77] -2.865815e-03 4.219587e-04 8.433837e-04 7.391265e-03
## [81] 7.528546e-04 -1.255073e-03 2.759084e-03 2.335086e-03
## [85] 2.329646e-03 -1.413780e-03 -1.665834e-03 -5.836982e-04
## [89] -7.509700e-04 4.746647e-03 -1.496508e-03 1.496508e-03
## [93] -1.246935e-03 4.316076e-03 4.627343e-03 -1.732745e-03
## [97] 3.956158e-03 -8.229099e-04 4.115396e-04 -4.938678e-04
## [101] 2.138335e-03 5.749251e-04 -2.548610e-03 2.302254e-03
## [105] 2.788487e-03 -3.117056e-03 -1.891370e-03 -3.380471e-03
## [109] 2.145038e-03 2.304907e-03 1.314708e-03 -1.642441e-04
## [113] 4.997348e-03 4.891181e-03 4.705509e-03 9.707953e-04
## [117] -2.266657e-03 1.700474e-03 6.470398e-04 3.309524e-03
## [121] -2.016699e-03 -2.830229e-03 -7.885899e-03 3.991371e-03
## [125] 3.084418e-03 -8.709509e-03 6.538085e-04 3.425499e-03
## [129] 3.657203e-03 5.676980e-04 -9.367559e-03 -4.911591e-04
## [133] 3.024979e-03 -4.171956e-03 -7.380377e-04 3.766483e-03
## [137] -4.340889e-03 1.886097e-03 -7.483280e-03 1.319806e-03
## [141] -6.118756e-03 -1.992529e-03 -9.938696e-03 -4.880111e-03
## [145] -1.265983e-03 6.062155e-03 -3.531790e-03 5.376809e-03
## [149] -7.738284e-03 -3.298519e-03 3.720620e-03 1.074557e-02
## [153] -8.974688e-03 -5.830428e-03 3.975140e-03 -2.197060e-03
## [157] -8.666154e-03 -2.733498e-02 -1.931180e-03 5.957092e-03
## [161] -6.115941e-04 4.621362e-03 7.453666e-03 2.673222e-03
## [165] -6.030064e-04 -1.170111e-02 7.123651e-03 2.507242e-03
## [169] 1.726817e-04 0.000000e+00 3.275300e-03 -9.163273e-03
## [173] 1.561958e-03 -1.537820e-02 -1.233480e-03 4.749349e-03
## [177] 2.366243e-03 9.842856e-03 -5.202012e-04 -3.300906e-03
## [181] 7.109446e-03 3.966206e-03 -1.762275e-02 1.235981e-02
## [185] -5.899722e-03 -3.836099e-03 1.025472e-02 8.642296e-04
## [189] -6.847858e-03 8.142803e-03 -6.904290e-04 7.825641e-03
## [193] -1.285733e-03 2.056380e-03 0.000000e+00 1.283093e-03
## [197] 1.622892e-03 4.598101e-03 -1.785639e-03 -1.106995e-03
## [201] -6.496305e-03 8.575226e-05 -8.438869e-03 -4.246291e-03
## [205] -9.423331e-03 5.071714e-03 -6.212015e-03 1.315617e-03
## [209] -7.014468e-04 5.946673e-03 2.615405e-04 4.782826e-03
## [213] -3.476148e-03 -1.132355e-03 -1.744592e-03 -2.619515e-04
## [217] -1.071125e-02 -5.576469e-03 -1.574554e-02 -5.334310e-03
## [221] 9.653194e-03 -5.401526e-03 2.434298e-03 -9.045742e-03
## [225] 0.000000e+00 -1.381604e-02 0.000000e+00 -3.414705e-03
## [229] 0.000000e+00 4.335600e-03 1.588929e-02 -3.994196e-03
## [233] 9.775603e-03 -5.237978e-03 -6.905352e-03 1.061090e-02
## [237] 1.802614e-03 6.015191e-03 -1.074691e-03 1.522138e-03
## [241] 5.264814e-03 -8.903927e-04 9.662767e-03 -1.324211e-03
## [245] -2.650528e-04 2.382950e-03 -4.151766e-03 8.637459e-03
## [249] 4.378291e-03 -3.238090e-03 -7.015083e-04 -9.430291e-03
## [253] -1.086193e-02 -1.815686e-02 -1.094491e-03 -1.101131e-02
## [257] 6.621323e-03 1.740007e-03 1.005990e-03 -1.828321e-04
## [261] -2.471510e-03 -8.560041e-03 -1.031368e-02 1.866194e-03
## [265] -2.426733e-03 -1.777113e-03 -5.618504e-04 -1.263095e-02
## [269] 1.188133e-02 5.888143e-03 -6.169397e-03 4.023774e-03
## [273] 1.586339e-03 -4.766587e-03 -4.130686e-03 4.036996e-03
## [277] 1.965649e-03 -1.778277e-03 6.555228e-04 4.856192e-03
## [281] -6.542691e-03 7.287709e-03 6.772768e-03 -1.665742e-03
## [285] -2.782417e-03 -1.580146e-03 4.362563e-03 -3.432763e-03
## [289] -5.778747e-03 8.377597e-03 -1.391401e-03 -1.261051e-02
## [293] -6.980502e-03 -1.382093e-02 -5.968443e-03 -8.727751e-03
## [297] 1.277478e-02 -8.595350e-03 -3.984650e-03 -8.704637e-03
## [301] 1.045595e-02 -4.774674e-03 -1.773795e-02 -3.785242e-03
## [305] -3.369509e-02 1.383857e-02 1.123664e-02 -5.551925e-03
## [309] 6.155729e-03 1.368858e-02 -6.970751e-03 -9.538704e-03
## [313] 7.538103e-03 -1.603367e-03 1.403087e-03 1.904631e-02
## [317] 9.778116e-03 -5.463961e-03 -4.510696e-03 8.514021e-03
## [321] -6.823610e-04 -7.045728e-03 -1.179130e-03 -6.114417e-03
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## [373] -4.921772e-03 4.365805e-03 -1.205657e-03 4.906282e-03
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## [385] -2.144823e-03 -8.405324e-04 -8.350192e-03 3.767898e-04
## [389] -1.327285e-02 -1.337026e-03 1.121365e-02 8.750115e-03
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## [541] 2.060419e-02 7.528525e-03 1.245677e-02 -8.253142e-03
## [545] -5.848870e-03 1.013678e-02 1.194951e-02 -1.032084e-02
## [549] -4.485227e-03 1.006362e-02 -4.866683e-03 -6.628281e-03
## [553] 1.226994e-03 1.837673e-03 1.325111e-03 6.902880e-03
## [557] -7.820077e-03 -4.408571e-02 2.452367e-02 1.157755e-02
## [561] 5.738897e-03 -1.636327e-03 7.850374e-03 -4.886501e-03
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## [805] -1.546449e-03 -1.105522e-04 -2.211411e-04 -1.105889e-04
## [809] 4.422822e-04 4.420867e-04 -5.317983e-03 2.440920e-03
## [813] 1.811942e-02 8.668382e-03 -1.403509e-03 9.718698e-04
## [817] 2.587045e-03 5.475348e-03 4.593289e-03 7.221015e-03
## [821] -2.436571e-03 -4.997618e-03 -2.347920e-03 -4.605095e-03
## [825] 1.287278e-03 -7.507105e-04 -4.623913e-03 2.475915e-03
## [829] 3.224940e-04 -1.091490e-02 1.628576e-03 1.186254e-02
## [833] -4.289084e-04 -2.469800e-03 1.250083e-02 -1.274968e-03
## [837] -1.122586e-02 1.133217e-02 9.562770e-04 8.492570e-04
## [841] 4.658065e-03 -1.056747e-03 -2.964848e-03 -2.230416e-02
## [845] -5.981855e-03 1.858910e-02 -6.014410e-03 1.076658e-03
## [849] -2.478049e-03 -8.232282e-03 1.521574e-03 4.767073e-03
## [853] -1.480863e-02 -1.202906e-02 1.553140e-03 3.099062e-03
## [857] -6.652647e-03 4.329251e-03 4.751653e-03 1.101807e-03
## [861] 3.846793e-03 1.145238e-02 1.300531e-03 -5.430074e-03
## [865] 1.849535e-03 -7.637789e-03 2.625248e-03 -5.477065e-03
## [869] 7.441488e-03 8.718396e-04 -6.009305e-03 1.533071e-03
## [873] -5.156064e-03 -1.430852e-03 4.286427e-03 -6.491743e-03
## [877] -8.536164e-03 -4.686985e-03 -5.594406e-04 -1.343936e-03
## [881] -9.458465e-03 1.130710e-03 -1.216546e-02 3.083778e-03
## [885] -1.597809e-03 -4.464549e-03 1.457885e-02 4.521818e-04
## [889] 5.649398e-04 -3.281103e-03 3.958609e-03 -1.340929e-02
## [893] -1.162202e-02 4.273264e-03 5.172723e-03 9.168004e-04
## [897] -3.442344e-03 3.556885e-03 -1.260673e-03 7.767917e-03
## [901] -2.962965e-03 -8.596534e-03 -5.077911e-03 -1.157073e-04
## [905] -6.268157e-03 4.415018e-03 -4.997395e-03 -6.780480e-03
## [909] 7.362857e-03 0.000000e+00 -6.073366e-03 5.490989e-03
## [913] 4.301582e-03 -1.014409e-02 2.107236e-03 -2.341647e-03
## [917] -4.689882e-04 4.212996e-03 -5.503849e-03 -1.181209e-02
## [921] 4.741593e-03 5.911214e-04 5.774573e-03 -5.065688e-03
## [925] -6.754781e-03 4.508253e-03 -3.913899e-03 3.558723e-03
## [929] -8.323473e-03 1.193318e-03 -2.385496e-04 3.572283e-03
## [933] -7.157373e-03 -5.763013e-03 3.059285e-02 1.050482e-03
## [937] 5.831244e-04 -3.498338e-04 -4.441854e-03 -1.166572e-02
## [941] -5.928034e-04 -9.492170e-04 -8.313046e-04 -4.166921e-03
## [945] -2.508512e-03 -9.572814e-04 -2.757300e-03 3.600792e-04
## [949] -1.921923e-03 -4.458644e-03 -5.449605e-03 -5.967986e-03
## [953] -1.466993e-03 8.560074e-04 -4.532933e-03 -1.474564e-03
## [957] -1.969474e-03 5.406747e-03 -5.653204e-03 2.464572e-04
## [961] 3.935076e-03 -1.073488e-02 8.277273e-03 3.316345e-03
## [965] -6.890639e-03 -6.316984e-03 2.234083e-03 1.734176e-03
## [969] 7.521150e-03 -9.875404e-03 9.138122e-03 -2.584776e-03
## [973] 1.232362e-04 1.686257e-02 -1.091108e-03 5.564306e-03
## [977] 6.133144e-03 -3.122001e-03 5.875669e-03 -1.795010e-03
## [981] -3.593890e-04 -7.215039e-03 6.256036e-03 8.360254e-03
## [985] 3.087522e-03 -9.291312e-03 5.251862e-03 -5.610950e-03
## [989] -9.623556e-03 -3.626912e-04 4.102817e-03 1.339733e-02
## [993] -3.690261e-03 2.384927e-04 -3.583377e-03 -5.984799e-04
## [997] 6.206752e-03 2.258276e-03 -9.502317e-04 -5.123023e-03
## [1001] 4.776690e-04 -2.390630e-03 -7.085840e-03 -7.234145e-04
## [1005] -8.478733e-03 -3.777958e-03 -2.812253e-03 -1.347792e-03
## [1009] 4.892378e-03 1.525638e-02 -8.414979e-04 -1.323786e-03
## [1013] -3.135933e-03 6.982092e-03 -8.400841e-04 -6.867083e-03
## [1017] 3.258708e-03 -3.984310e-03 -7.650775e-03 1.199651e-02
## [1021] -4.708732e-03 -2.302055e-03 -1.092299e-03 -9.719354e-04
## [1025] 9.195467e-03 -1.211695e-02 -7.317073e-04 -5.995735e-03
## [1029] 4.164121e-03 -4.164121e-03 6.239697e-03 4.988148e-03
## [1033] -5.842276e-03 6.691430e-03 7.730441e-03 4.921093e-03
## [1037] -2.397508e-03 5.625052e-03 -7.163324e-04 -5.749207e-03
## [1041] -3.604253e-04 -3.370249e-03 -6.653384e-03 -8.777333e-03
## [1045] 1.101389e-03 2.199146e-03 -9.768011e-04 -2.936141e-03
## [1049] 9.632459e-03 -7.283322e-04 -2.796864e-03 6.917084e-03
## [1053] 1.087811e-03 2.413129e-03 -1.468919e-02 -1.468609e-03
## [1057] -1.021736e-02 -8.075080e-03 -1.799809e-02 3.002477e-02
## [1061] -3.697997e-04 -1.357103e-03 -7.410152e-04 -1.483680e-03
## [1065] 3.705080e-03 6.757198e-03 8.655952e-03 7.256926e-03
## [1069] -2.654762e-03 1.546701e-02 -8.331846e-04 7.946433e-03
## [1073] 7.180303e-03 -3.289477e-03 1.176678e-04 -4.835770e-03
## [1077] -9.384163e-03 -2.389773e-03 -4.316036e-03 -1.202212e-03
## [1081] -8.456199e-03 -2.426595e-04 2.060732e-03 -9.368035e-03
## [1085] 1.343676e-03 1.220629e-04 0.000000e+00 8.144456e-03
## [1089] -1.254813e-02 -3.192537e-03 -9.843732e-04 -2.588599e-03
## [1093] -4.081386e-03 -7.089141e-03 4.855890e-03 1.861389e-03
## [1097] 1.115173e-03 3.714480e-04 -3.714480e-04 1.238313e-04
## [1101] 7.426662e-04 7.027956e-03 -2.457606e-04 5.026060e-03
## [1105] -1.713377e-03 2.080148e-03 3.782107e-03 -1.950269e-03
## [1109] -6.364771e-03 -8.508591e-03 6.665046e-03 -5.798548e-03
## [1113] 1.977751e-03 -7.436822e-03 -2.366570e-03 2.493766e-04
## [1117] -4.247882e-03 2.500939e-03 2.370113e-03 -1.246728e-03
## [1121] 4.232547e-03 2.605299e-03 -1.239081e-04 -7.462721e-03
## [1125] 1.995511e-03 -1.371486e-03 -1.123525e-03 4.859520e-03
## [1129] -1.617217e-03 7.071551e-03 -4.946210e-04 -6.186205e-04
## [1133] -1.982161e-03 2.105916e-03 4.075338e-03 -2.962234e-03
## [1137] 4.440066e-03 -7.659086e-03 -3.353832e-03 -1.050666e-02
## [1141] -6.813047e-03 1.518027e-03 -1.011762e-03 8.853476e-04
## [1145] -2.404912e-03 -1.902709e-03 -3.688868e-03 -3.823848e-04
## [1149] -1.658693e-03 -3.453793e-03 -6.409024e-04 -1.539844e-03
## [1153] -8.900413e-03 -4.024673e-03 3.376627e-03 -3.376627e-03
## [1157] 2.745874e-02 -6.730611e-03 -1.217886e-02 -4.783770e-03
## [1161] -9.767610e-03 3.527341e-03 1.433505e-03 -7.816572e-04
## [1165] 3.909049e-04 -3.915943e-03 7.844163e-04 -7.844163e-04
## [1169] 4.046211e-03 -2.347419e-03 2.477670e-03 7.784160e-03
## [1173] -9.870210e-03 4.427667e-03 -2.732420e-03 -3.262646e-03
## [1177] 4.044099e-03 -2.604167e-04 8.945415e-03 -1.162265e-03
## [1181] 5.167291e-04 -1.550989e-03 -2.071735e-03 -3.505814e-03
## [1185] -2.213687e-03 -1.303696e-04 2.474121e-03 -5.346560e-03
## [1189] 5.228758e-04 -1.831263e-03 -9.168905e-04 -1.310530e-04
## [1193] 6.550934e-04 3.269045e-03 -1.175626e-03 2.219467e-03
## [1197] 4.683849e-03 -4.944708e-03 2.605525e-03 0.000000e+00
## [1201] -2.866451e-03 1.694805e-03 -1.433879e-03 8.313896e-03
## [1205] -5.448191e-03 6.224086e-03 -7.265211e-03 -6.512537e-04
## [1209] 5.210369e-04 1.561484e-03 -1.058764e-02 0.000000e+00
## [1213] -2.895120e-03 2.237874e-03 -3.292726e-03 -1.055966e-03
## [1217] 2.928181e-02 3.968005e-03 -3.070627e-03 -1.025641e-03
## [1221] 2.690068e-03 -1.408180e-03 -3.464874e-03 -2.571355e-04
## [1225] -2.446091e-03 -7.244534e-03 -3.895851e-04 3.895851e-04
## [1229] -5.194805e-04 -6.497304e-04 5.198181e-04 1.298364e-03
## [1233] 4.401871e-03 3.224353e-03 5.009323e-03 -2.437305e-03
## [1237] -3.602680e-03ukus.rate<-ukus[,4]
ukus.rtn=diff(log(ukus.rate))
ukus.rtn## [1] -1.213248e-02 -2.824788e-03 -7.122978e-03 4.135441e-03
## [5] 7.734949e-04 -3.407862e-03 5.416153e-03 7.074050e-03
## [9] 1.429228e-03 5.848713e-03 -2.535818e-04 2.229316e-03
## [13] 6.577117e-04 3.786067e-03 -8.704068e-03 1.422114e-03
## [17] -5.343388e-03 -3.062006e-04 1.275218e-03 -3.059039e-04
## [21] 3.817090e-03 -1.219884e-03 -3.158273e-03 4.733676e-03
## [25] 3.046304e-04 -5.752848e-03 -3.785364e-03 -1.949418e-03
## [29] -1.593134e-03 9.470010e-03 -4.902972e-03 -1.690964e-03
## [33] 2.458640e-03 -1.177344e-03 2.404401e-03 3.468506e-03
## [37] -4.074357e-04 1.527029e-03 -2.444366e-03 -1.735048e-03
## [41] -6.199267e-03 -1.152676e-02 1.817946e-03 2.332514e-03
## [45] -7.769002e-04 9.322078e-04 -1.398638e-03 1.605677e-03
## [49] 7.760160e-04 1.446954e-03 2.990618e-03 1.903146e-03
## [53] 6.147560e-03 8.168267e-04 3.870841e-03 -2.035417e-03
## [57] 3.153133e-03 -1.524468e-03 -2.698920e-03 8.155360e-04
## [61] 2.950755e-03 5.117693e-03 -2.527359e-04 -1.264638e-03
## [65] -2.432598e-03 -2.692886e-03 -2.394113e-03 5.594278e-03
## [69] 3.442693e-03 -8.595627e-04 3.030458e-03 3.925916e-03
## [73] 7.706203e-03 -9.974566e-04 -5.989519e-04 8.982933e-04
## [77] -1.497604e-03 5.493820e-04 6.987772e-04 -6.959597e-03
## [81] 4.111518e-03 7.502814e-04 -3.500613e-04 -4.160094e-03
## [85] -1.608526e-03 2.662716e-03 6.520376e-04 -2.108117e-03
## [89] 3.060331e-03 -6.533343e-03 -4.538921e-04 -1.059884e-03
## [93] 2.974917e-03 -4.440415e-03 -1.315723e-03 3.544035e-04
## [97] -3.041827e-03 3.699672e-03 5.599429e-03 -1.359140e-03
## [101] -3.526715e-04 -1.563328e-03 -3.387177e-03 2.528830e-03
## [105] 3.535264e-04 5.940711e-03 9.532650e-04 -1.304697e-03
## [109] -5.892294e-03 -7.147414e-03 1.474214e-03 3.245768e-03
## [113] -1.114545e-03 -1.623377e-03 3.497127e-03 2.879735e-03
## [117] 3.122956e-03 2.661914e-03 -6.522666e-04 2.556456e-03
## [121] -6.510254e-04 1.751796e-03 -1.601522e-03 2.850928e-03
## [125] 2.045654e-03 4.872722e-03 3.471447e-04 -2.681100e-03
## [129] 2.485522e-04 2.333376e-03 4.058005e-03 3.549599e-03
## [133] -1.576044e-03 2.756450e-03 1.473550e-03 3.967773e-03
## [137] 3.854697e-03 -2.145087e-03 3.702265e-03 9.234284e-04
## [141] 1.989761e-03 -5.591088e-03 -1.121979e-03 -9.711195e-03
## [145] -2.566129e-03 6.206611e-03 -2.704498e-03 1.820195e-03
## [149] 3.924267e-03 -6.532600e-03 -4.494390e-03 8.183432e-03
## [153] -4.773749e-03 -2.568537e-03 -4.759317e-03 -6.131166e-03
## [157] -3.857430e-03 -4.729331e-03 -5.043246e-05 1.008624e-04
## [161] -8.576546e-04 5.185141e-03 5.957315e-03 3.189318e-03
## [165] 1.739866e-03 -3.432925e-03 5.814114e-03 -1.090675e-03
## [169] 2.479851e-04 0.000000e+00 -2.780952e-03 5.554192e-03
## [173] 1.037985e-03 2.023443e-03 2.464815e-04 1.526831e-03
## [177] -2.461054e-04 -1.773749e-03 -1.045988e-02 -7.352423e-03
## [181] 2.657109e-03 5.005506e-04 7.428677e-03 3.767977e-03
## [185] 6.925551e-04 -2.624349e-03 -4.959334e-04 3.762940e-03
## [189] 7.581761e-03 2.302512e-03 -9.301643e-04 -2.353750e-03
## [193] 1.128530e-03 2.155384e-03 0.000000e+00 -5.151237e-03
## [197] 4.955484e-03 -4.414585e-03 -9.832358e-05 3.876449e-03
## [201] -4.515788e-03 2.947391e-03 3.427679e-03 1.318971e-03
## [205] -1.005823e-02 1.059509e-02 -1.951886e-04 -2.928544e-04
## [209] 1.414669e-03 4.620294e-03 3.003878e-03 5.114854e-03
## [213] 1.971391e-03 9.606609e-05 -1.009155e-03 2.880601e-03
## [217] 8.877492e-03 2.799594e-03 -9.187260e-03 -8.741650e-03
## [221] -6.922453e-03 -5.015959e-03 -1.464736e-04 -9.766102e-05
## [225] 8.461028e-03 -3.249512e-03 0.000000e+00 -1.020681e-03
## [229] 5.673430e-03 -1.354817e-03 1.693235e-03 -2.225987e-03
## [233] -3.639986e-03 4.414804e-03 -3.928706e-03 -1.414437e-02
## [237] 4.928901e-05 0.000000e+00 8.246255e-03 -3.427679e-03
## [241] 5.234718e-03 -4.842388e-03 -9.755694e-03 -1.436889e-03
## [245] -1.389303e-03 -1.043158e-02 -5.534327e-03 6.052353e-04
## [249] -2.979274e-03 2.979274e-03 3.724212e-03 1.104529e-03
## [253] -4.324657e-03 -9.579752e-04 -4.600964e-03 1.215498e-03
## [257] -2.736951e-03 1.420095e-03 -8.499860e-03 5.111299e-05
## [261] 1.379064e-03 -4.594767e-04 4.483627e-03 -1.679005e-03
## [265] 5.383183e-03 -1.094911e-02 2.454867e-03 -3.172007e-03
## [269] 1.110896e-02 3.490582e-03 2.773647e-03 0.000000e+00
## [273] 1.157611e-03 7.542427e-04 -1.050992e-02 4.561127e-03
## [277] -7.664429e-03 -1.121591e-03 -9.430164e-03 2.725428e-03
## [281] 6.673683e-04 6.955127e-03 -2.038736e-04 4.577133e-03
## [285] -4.832033e-03 -5.214203e-03 -5.447644e-03 1.071283e-02
## [289] 2.749353e-03 0.000000e+00 4.008632e-03 8.873262e-03
## [293] -2.210945e-03 -7.548499e-04 -7.050411e-04 2.014910e-04
## [297] 4.272115e-03 6.698016e-03 2.736252e-03 1.886137e-03
## [301] -6.217843e-03 8.446835e-03 4.935601e-03 -8.373354e-04
## [305] -1.419308e-02 1.034218e-02 -1.786742e-02 -1.764069e-03
## [309] 1.513279e-04 1.310550e-03 7.277505e-03 1.099560e-03
## [313] 3.888728e-03 -1.035346e-02 -1.761228e-03 -4.087921e-03
## [317] 2.676702e-03 6.735725e-03 -7.016137e-04 -4.622892e-03
## [321] -8.344972e-03 1.826670e-03 8.107835e-04 -1.774443e-03
## [325] 5.515790e-03 -9.583523e-03 6.551073e-03 7.664418e-03
## [329] 2.859080e-03 -7.642453e-03 9.093941e-03 -1.045761e-02
## [333] -3.544128e-03 5.916728e-03 3.774444e-03 -8.120080e-03
## [337] 5.051281e-03 -4.950005e-03 3.543855e-04 -3.905165e-03
## [341] 3.449504e-03 -1.145955e-02 1.075131e-03 -2.920907e-03
## [345] 6.649301e-03 -7.470740e-03 -9.763368e-04 1.900409e-03
## [349] 4.709746e-03 -5.531101e-03 1.189487e-02 -1.828618e-03
## [353] 5.880283e-03 1.666541e-03 -3.386493e-03 2.780799e-03
## [357] -2.375838e-03 1.719256e-03 -6.437083e-03 -8.139180e-04
## [361] -5.204359e-03 7.670477e-04 6.724769e-03 3.193676e-03
## [365] -1.094131e-02 5.256589e-03 -9.153031e-03 1.488592e-03
## [369] 7.206225e-03 -4.747208e-03 1.329447e-03 8.091853e-03
## [373] 4.054123e-04 -6.506402e-03 4.985258e-03 -1.777598e-03
## [377] 1.016572e-02 3.265432e-03 -1.606265e-03 1.204940e-03
## [381] -2.509095e-04 -5.031457e-03 -6.477428e-03 -6.094155e-04
## [385] 6.430890e-03 -1.768168e-03 5.948798e-03 1.506781e-03
## [389] 5.555431e-03 -2.048413e-03 2.148229e-03 -2.648479e-03
## [393] -3.002702e-04 -1.903808e-03 4.003809e-03 -9.484928e-03
## [397] 2.417406e-03 3.164003e-03 -6.943773e-03 2.524296e-04
## [401] -2.019386e-04 -3.185924e-03 -6.963356e-03 -3.781496e-03
## [405] -2.717184e-03 -2.055605e-03 -1.273573e-02 -2.556279e-03
## [409] -7.287248e-03 -1.714161e-02 1.764848e-03 -3.425577e-03
## [413] 1.178866e-03 -9.644236e-04 -2.791349e-03 8.297470e-03
## [417] -1.147404e-02 2.316125e-03 -1.081852e-02 -3.759710e-03
## [421] -2.952274e-03 -4.059917e-03 -1.870043e-02 -3.254042e-03
## [425] -5.974542e-03 -1.130710e-04 -8.174897e-03 7.326456e-03
## [429] -7.098471e-03 -2.853557e-03 2.254779e-02 -1.062254e-03
## [433] -4.204160e-03 5.210534e-03 1.613072e-02 6.085045e-03
## [437] 1.016838e-02 3.995470e-03 -3.022129e-03 -5.202136e-03
## [441] -3.260338e-04 -1.953745e-02 -1.339007e-02 0.000000e+00
## [445] -8.404122e-03 4.802948e-03 -2.050186e-02 1.212413e-02
## [449] -1.615988e-02 -4.922552e-03 -1.097437e-02 2.578433e-02
## [453] -2.864183e-03 -1.090133e-02 3.704780e-03 -1.004625e-02
## [457] -1.748595e-02 -4.017383e-02 4.326997e-04 -3.458159e-02
## [461] -1.022418e-02 7.661886e-03 4.434858e-02 -1.719480e-03
## [465] -6.474510e-03 -1.936350e-02 1.502376e-02 3.782833e-03
## [469] -2.139587e-02 -1.645466e-03 -9.482363e-03 -4.091791e-02
## [473] -1.429027e-02 4.113428e-03 1.137516e-02 7.980846e-04
## [477] 3.517275e-03 -2.047990e-02 1.824017e-03 2.407345e-02
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## [485] 7.318170e-03 -1.116654e-02 5.410158e-04 -1.258648e-02
## [489] 1.528718e-02 -3.715342e-03 3.647913e-03 8.259792e-03
## [493] -5.297226e-03 2.679916e-02 2.745279e-03 8.902811e-03
## [497] -2.316858e-02 -1.662421e-02 -3.304228e-03 -2.976394e-03
## [501] -5.979497e-03 1.838424e-03 -7.442594e-03 -1.352398e-02
## [505] 1.544113e-02 -6.795043e-03 5.631496e-03 1.191341e-02
## [509] 3.176985e-02 -4.204447e-03 3.220615e-03 -2.740809e-02
## [513] -2.037202e-02 6.107413e-03 -1.026729e-03 9.202833e-03
## [517] -4.966250e-02 -2.126130e-02 8.125407e-03 -1.323752e-02
## [521] 2.187067e-02 1.337717e-02 1.187437e-02 -3.848985e-03
## [525] 1.053192e-02 -1.291872e-02 1.159960e-02 5.404295e-03
## [529] 1.106350e-02 9.657311e-03 1.083784e-02 -2.247894e-02
## [533] -1.636155e-02 -8.317364e-03 1.213827e-02 -1.382414e-02
## [537] 7.730420e-04 5.045207e-03 1.815643e-03 1.523259e-02
## [541] -1.001355e-02 -9.974623e-03 5.383311e-03 -4.612490e-03
## [545] -2.030850e-02 3.211650e-03 7.666136e-03 -1.273615e-03
## [549] -9.917122e-04 -2.533598e-02 6.015165e-03 -4.344685e-03
## [553] 2.247111e-03 1.158995e-02 8.480969e-03 -5.194078e-03
## [557] -3.143758e-03 4.272658e-02 -1.026922e-02 4.216936e-03
## [561] 1.601348e-02 -9.892627e-03 -6.051872e-03 -1.193547e-02
## [565] -1.243299e-02 1.068627e-02 7.107549e-03 2.048041e-02
## [569] 6.847252e-03 -6.031259e-03 2.172733e-03 -3.533092e-03
## [573] -4.707496e-03 8.202885e-04 1.330366e-02 5.111317e-03
## [577] 5.552411e-03 -5.418255e-03 -8.825469e-03 -1.678647e-02
## [581] 1.067772e-02 -1.315808e-02 9.543171e-03 4.227471e-03
## [585] -1.293617e-03 -4.848908e-03 1.326144e-02 -2.026959e-04
## [589] 5.525621e-03 6.964469e-03 7.578816e-03 -2.387111e-03
## [593] -2.925339e-03 4.716207e-03 3.638172e-03 6.253106e-03
## [597] -4.933409e-03 1.976285e-03 1.775323e-03 5.699141e-03
## [601] 1.246365e-02 1.084352e-02 5.917365e-03 8.150416e-03
## [605] 2.890357e-03 8.123522e-03 -6.994782e-03 1.270412e-02
## [609] 1.766484e-02 4.065170e-03 -6.682892e-03 -1.424298e-02
## [613] -9.692527e-03 -2.563062e-03 1.805092e-02 4.110309e-03
## [617] 1.295599e-02 -1.451467e-03 -1.555336e-02 1.088230e-02
## [621] -9.346719e-03 4.653734e-03 1.021099e-02 -1.180062e-02
## [625] 6.118640e-05 8.650678e-03 -9.140274e-03 9.867900e-03
## [629] 2.119222e-03 -4.911333e-03 4.366819e-03 -7.654493e-03
## [633] -3.788115e-03 -6.509880e-03 -4.446098e-03 -8.140483e-03
## [637] 1.695166e-02 -7.141568e-03 -3.707824e-04 7.082837e-03
## [641] 8.859619e-03 -1.339177e-03 -5.313476e-03 9.992771e-03
## [645] -4.557478e-03 1.217360e-03 7.454354e-03 -7.880261e-03
## [649] 3.280883e-03 -5.460668e-04 -5.965443e-03 6.329520e-03
## [653] 1.385731e-02 1.443489e-02 -1.416431e-03 2.654164e-03
## [657] -1.202942e-02 -6.279362e-03 -1.097852e-02 8.487936e-04
## [661] 2.239778e-03 2.536386e-03 -3.080736e-03 -1.254126e-02
## [665] 5.803138e-03 8.309877e-03 -3.691493e-03 5.455042e-04
## [669] -5.224799e-03 7.915487e-04 -1.193953e-02 -1.417697e-03
## [673] 7.313433e-03 -1.041507e-03 -8.989655e-03 6.227476e-03
## [677] 5.211059e-03 1.466455e-03 8.148418e-03 2.721584e-03
## [681] 5.541181e-03 2.759119e-03 -6.429731e-03 -9.205491e-03
## [685] 3.946934e-03 1.271841e-03 -1.561579e-02 -2.338894e-03
## [689] 9.322933e-03 1.464129e-03 -2.069549e-02 -6.305624e-03
## [693] -3.576250e-03 8.795628e-04 5.011286e-03 -3.379862e-03
## [697] -4.524326e-03 3.018491e-03 -1.382344e-03 -3.144357e-04
## [701] 1.194175e-02 -1.213046e-02 0.000000e+00 4.894895e-03
## [705] 1.706897e-02 6.196529e-03 3.053437e-03 -1.220256e-03
## [709] 1.394385e-02 -9.034785e-04 -1.481239e-02 0.000000e+00
## [713] -1.040233e-03 2.506957e-03 1.117398e-02 -4.842918e-03
## [717] -4.195938e-03 -1.646693e-03 1.140997e-02 -3.621439e-04
## [721] 1.266930e-03 8.106448e-03 -2.395067e-03 -8.307296e-03
## [725] 6.867497e-03 8.250675e-03 -1.608915e-03 -7.159051e-04
## [729] -5.865822e-03 -7.774168e-03 4.226039e-03 -1.326260e-03
## [733] 5.654491e-03 -1.067400e-02 -5.166714e-03 1.313777e-02
## [737] 9.017946e-04 -3.793015e-03 -3.807456e-03 -5.220993e-03
## [741] -7.760266e-03 -3.687320e-03 9.231054e-04 -1.292586e-03
## [745] 3.013440e-03 -3.136630e-03 8.281494e-03 -1.439848e-02
## [749] -3.228012e-03 0.000000e+00 -7.927879e-03 -6.267431e-05
## [753] -8.778531e-04 3.756814e-03 -6.835382e-03 9.893012e-03
## [757] 7.263278e-03 -3.594006e-03 -6.227058e-03 4.371585e-04
## [761] -6.514681e-03 5.077585e-03 9.521214e-03 2.165373e-03
## [765] 6.590926e-03 1.962709e-03 -4.914015e-03 7.973057e-03
## [769] -5.083148e-03 -4.492177e-03 -5.814329e-03 7.170262e-03
## [773] -7.852877e-03 5.880003e-03 2.342355e-03 -1.444942e-02
## [777] -5.323659e-03 2.759314e-03 -3.324659e-03 -9.596639e-03
## [781] -9.177300e-03 1.982795e-03 1.851320e-03 -4.666782e-03
## [785] 4.347833e-03 -3.190505e-04 4.012616e-03 -1.781398e-03
## [789] -7.799055e-03 -9.349177e-03 2.587826e-03 -8.403090e-04
## [793] -2.071466e-03 -1.508206e-02 2.496716e-03 -1.754257e-02
## [797] -2.273184e-03 1.224071e-02 -6.168151e-03 5.572893e-03
## [801] -3.645406e-03 -3.792041e-03 -1.734490e-03 4.995182e-03
## [805] 8.994770e-03 -9.592876e-03 9.856207e-03 6.822383e-03
## [809] -3.208594e-03 -1.539966e-02 3.789268e-03 -2.654456e-04
## [813] -1.020655e-02 -2.013559e-03 1.477006e-03 4.217579e-03
## [817] 8.050877e-03 6.341678e-03 6.825069e-03 -6.100980e-03
## [821] 5.708490e-03 -3.539363e-03 1.050007e-03 1.703913e-03
## [825] 6.461531e-03 -1.951918e-04 3.118506e-03 4.401302e-03
## [829] -1.227827e-03 -4.536625e-03 -8.611182e-03 7.311215e-03
## [833] 1.429872e-03 -1.885260e-03 -3.254043e-04 6.682045e-03
## [837] -1.177211e-02 -8.211575e-03 9.388507e-03 3.266800e-04
## [841] -4.320792e-03 -7.044833e-03 -6.607420e-05 -1.632118e-02
## [845] -1.012564e-02 1.621894e-02 -1.870908e-03 -6.508561e-03
## [849] -1.328203e-02 -6.982504e-03 -1.167745e-02 3.538353e-03
## [853] -6.252626e-03 -3.485171e-04 8.469332e-03 -2.006713e-03
## [857] -5.905050e-03 3.408343e-03 1.159834e-02 -5.299211e-03
## [861] 1.241230e-02 -2.183258e-03 -1.708993e-03 -8.451045e-03
## [865] 3.449346e-04 -5.255890e-03 1.123878e-02 6.083617e-03
## [869] -8.829928e-03 1.535080e-02 3.851746e-03 7.416147e-04
## [873] -2.158954e-03 -1.284088e-03 2.633980e-03 1.617469e-03
## [877] 6.845205e-03 2.271362e-03 -6.673117e-05 7.512584e-03
## [881] -1.126611e-03 -8.925063e-03 1.190451e-02 3.497776e-03
## [885] 6.587832e-05 -6.587832e-05 -1.450422e-03 -4.098908e-03
## [889] -5.247264e-03 1.053304e-02 7.157193e-03 6.001323e-03
## [893] -5.674237e-03 -4.391866e-03 2.165568e-03 -3.546103e-03
## [897] 5.379884e-03 9.248470e-03 4.205085e-03 3.093982e-03
## [901] 4.687157e-03 -1.281969e-03 7.858210e-03 1.157838e-02
## [905] 2.763994e-03 -3.393242e-03 -1.700949e-03 7.475144e-03
## [909] -2.130060e-03 -1.065550e-02 -5.593709e-03 -7.357443e-03
## [913] 4.493949e-04 6.334197e-03 -5.949162e-03 2.115046e-03
## [917] -4.482726e-04 -6.232551e-03 1.095114e-03 -3.935108e-03
## [921] -7.112606e-04 7.346814e-03 -2.958011e-03 -3.548276e-03
## [925] -7.460059e-03 7.395428e-03 -5.119078e-03 3.825584e-03
## [929] -8.905705e-03 1.284564e-02 -4.198837e-03 -3.956548e-03
## [933] 5.121069e-03 5.995183e-03 5.256422e-03 -1.855822e-03
## [937] 1.472142e-03 -4.551436e-03 -8.356099e-04 6.282072e-03
## [941] 4.717591e-03 6.719092e-03 1.388889e-03 -2.716449e-03
## [945] 2.530044e-04 -5.135858e-03 6.210413e-03 1.262706e-03
## [949] 4.155654e-03 -7.542901e-04 1.696353e-03 1.317399e-03
## [953] -9.574876e-03 2.781116e-03 9.360835e-03 2.186203e-03
## [957] -7.515536e-03 -1.061756e-02 7.469335e-03 -6.580220e-03
## [961] -4.836153e-03 4.518703e-03 7.780171e-03 -5.623494e-03
## [965] 1.027525e-02 4.692641e-03 1.870908e-03 -2.495323e-03
## [969] 4.362737e-03 1.248394e-02 -4.370179e-03 -3.769974e-03
## [973] -6.211200e-03 1.307556e-03 6.264946e-03 -6.700608e-03
## [977] -1.145732e-02 3.770981e-03 4.319120e-03 -3.065280e-03
## [981] -1.818581e-03 -6.801890e-03 -3.164760e-03 -1.006699e-02
## [985] -3.785332e-03 1.348964e-03 1.603541e-03 4.485311e-04
## [989] 7.212874e-03 -2.738594e-03 7.750499e-03 -6.330316e-04
## [993] -3.743065e-03 4.818981e-03 4.606994e-03 -5.492958e-03
## [997] -1.158953e-02 -6.405124e-05 -8.490981e-03 2.645078e-03
## [1001] -3.808545e-03 -4.667453e-03 6.495616e-04 -1.169515e-03
## [1005] -1.366165e-03 6.618244e-03 -4.602180e-03 6.346761e-03
## [1009] 6.178421e-03 -5.726619e-03 -4.518024e-04 4.508864e-03
## [1013] 1.477058e-03 2.883601e-03 5.615125e-03 9.751233e-03
## [1017] 2.520161e-04 7.906172e-03 -5.626583e-04 -7.280519e-03
## [1021] 7.655660e-03 -1.250313e-04 -1.112764e-02 4.289686e-03
## [1025] 1.195307e-03 -4.221409e-03 1.279817e-02 5.098562e-03
## [1029] 2.663282e-03 -4.949576e-04 -4.341361e-03 1.366460e-03
## [1033] -1.242159e-03 -1.243008e-04 2.669068e-03 -9.091538e-03
## [1037] 2.311851e-03 6.531702e-03 -4.038401e-03 6.762861e-03
## [1041] 4.503817e-03 -7.166275e-03 5.687805e-03 -7.114826e-03
## [1045] -1.739995e-03 1.045640e-02 3.808826e-03 1.226242e-04
## [1049] -2.762687e-03 -9.841310e-04 -2.834783e-03 -2.471578e-03
## [1053] 2.348144e-03 -8.616201e-03 -1.869392e-03 9.188616e-03
## [1057] -7.256971e-03 -2.243551e-03 7.149326e-03 2.721932e-03
## [1061] 5.483179e-03 6.796707e-03 -8.641613e-03 -5.369555e-03
## [1065] -4.527842e-03 -3.861730e-03 -2.561941e-03 3.435249e-03
## [1069] 6.233248e-04 5.220646e-03 -1.859831e-04 9.441309e-03
## [1073] 1.963432e-03 -6.131584e-04 2.266811e-03 2.750025e-03
## [1077] -7.534723e-03 1.351850e-03 3.983459e-03 -1.530222e-03
## [1081] -5.897910e-03 5.285165e-03 5.501236e-03 1.012836e-02
## [1085] -3.324371e-03 -1.211607e-03 -1.941630e-03 3.939996e-03
## [1089] 6.392110e-03 3.300630e-03 -5.991432e-05 -9.269915e-03
## [1093] -7.259528e-04 -5.887547e-03 -6.089392e-04 -4.823700e-03
## [1097] -4.285408e-04 4.947632e-03 -7.461352e-03 -6.837318e-03
## [1101] 3.763230e-03 -2.095791e-03 -3.585341e-03 1.917902e-03
## [1105] 2.654241e-03 -7.424858e-03 5.141400e-03 5.668181e-03
## [1109] 4.230151e-03 9.013459e-03 -3.340118e-03 -2.924157e-03
## [1113] -4.034729e-03 4.400716e-03 -2.136818e-03 4.999096e-03
## [1117] -3.838542e-03 6.104447e-05 -7.844139e-03 3.316753e-03
## [1121] 4.893575e-03 -1.042762e-02 -5.440844e-03 3.465779e-03
## [1125] 1.234873e-03 1.603058e-03 -6.241716e-03 -9.592698e-03
## [1129] 5.005945e-04 -8.135933e-04 2.751033e-03 3.365957e-03
## [1133] -1.867007e-04 1.867007e-04 9.329809e-04 -5.423446e-03
## [1137] -1.939622e-03 3.937874e-03 -6.132301e-03 5.020080e-04
## [1141] 1.067060e-02 8.685942e-04 1.487266e-03 -7.770530e-03
## [1145] 6.903227e-03 2.478775e-04 9.987753e-03 1.103618e-03
## [1149] -2.085634e-03 6.548972e-03 -2.137471e-03 -1.162257e-03
## [1153] 7.135699e-03 -1.081488e-02 5.527407e-04 7.279878e-03
## [1157] -5.991337e-03 3.305788e-03 -4.890574e-04 -9.831712e-03
## [1161] -1.544975e-03 3.642317e-03 3.444885e-03 6.305307e-03
## [1165] 2.255342e-03 1.011670e-02 -6.166888e-03 3.330006e-03
## [1169] -5.576448e-03 3.458636e-03 -8.149905e-03 -5.265748e-03
## [1173] 1.962589e-03 4.706754e-03 -7.283443e-03 -6.144771e-04
## [1177] -5.547352e-03 6.796627e-04 -1.468419e-02 -3.761520e-04
## [1181] 4.566932e-03 -9.469827e-03 -3.534911e-03 -5.692780e-04
## [1185] -2.026728e-03 2.216524e-03 -3.796267e-04 -8.133226e-03
## [1189] 2.803264e-03 -6.318431e-03 -1.685161e-02 7.589308e-03
## [1193] 5.027727e-03 8.196242e-03 -2.106675e-03 2.361728e-03
## [1197] -3.896648e-03 -9.646997e-03 -4.598900e-03 2.140148e-03
## [1201] -2.464813e-03 1.482655e-02 -2.177952e-03 1.039849e-02
## [1205] -1.778569e-03 5.009999e-03 -1.899576e-03 -7.890089e-03
## [1209] 9.220172e-03 -4.631253e-03 1.382991e-02 2.568039e-03
## [1213] 5.003127e-04 -5.580127e-03 1.100493e-02 3.042441e-03
## [1217] 6.817267e-04 -1.215460e-02 1.754386e-03 -9.394671e-04
## [1221] 4.189470e-03 -1.248050e-04 3.239878e-03 -7.367206e-03
## [1225] -1.442323e-03 -2.261734e-03 -5.107682e-03 -3.039131e-03
## [1229] 1.963828e-03 -1.139818e-03 -7.696015e-03 -1.022103e-03
## [1233] -8.665844e-03 -2.840728e-03 4.579914e-03 5.583559e-03
## [1237] 5.106937e-03#2
library(fBasics)## Loading required package: timeDate## Loading required package: timeSeries##
## Attaching package: 'timeSeries'## The following object is masked from 'package:zoo':
##
## time<-##
## Attaching package: 'fBasics'## The following object is masked from 'package:TTR':
##
## volatilitybasicStats(ukus.rtn)## ukus.rtn
## nobs 1237.000000
## NAs 0.000000
## Minimum -0.049662
## Maximum 0.044349
## 1. Quartile -0.004204
## 3. Quartile 0.004058
## Mean -0.000185
## Median 0.000000
## Sum -0.228465
## SE Mean 0.000213
## LCL Mean -0.000602
## UCL Mean 0.000233
## Variance 0.000056
## Stdev 0.007485
## Skewness -0.359374
## Kurtosis 5.467822basicStats(usjp.rtn)## usjp.rtn
## nobs 1237.000000
## NAs 0.000000
## Minimum -0.052156
## Maximum 0.030593
## 1. Quartile -0.004517
## 3. Quartile 0.004075
## Mean -0.000345
## Median -0.000370
## Sum -0.426384
## SE Mean 0.000214
## LCL Mean -0.000764
## UCL Mean 0.000074
## Variance 0.000056
## Stdev 0.007515
## Skewness -0.416500
## Kurtosis 4.835848#3
d.ukus <- density(ukus.rtn) # returns the density data
plot(d.ukus) # plots the results
d.usjp <- density(usjp.rtn) # returns the density data
plot(d.usjp) # plots the results
#
hist(ukus.rtn)
hist(usjp.rtn)
#4
a<-t.test(ukus.rtn, usjp.rtn)
var.equal = FALSE
mu = 0
wilcox.test(ukus.rtn, usjp.rtn)##
## Wilcoxon rank sum test with continuity correction
##
## data: ukus.rtn and usjp.rtn
## W = 784500, p-value = 0.2745
## alternative hypothesis: true location shift is not equal to 0conf.level = 0.95
paired = FALSE
#chi-square
x=chisq.test(table(ukus.rtn,usjp.rtn))## Warning in chisq.test(table(ukus.rtn, usjp.rtn)): Chi-squared approximation
## may be incorrectx##
## Pearson's Chi-squared test
##
## data: table(ukus.rtn, usjp.rtn)
## X-squared = 1508500, df = 1504300, p-value = 0.0074R Markdown
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