title: “Untitled” author: ‘107035165’ date: “9/26/2019” output: html_document
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.
#install.packages("fBasics")
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':
##
## volatility
da=read.table("d-axp3dx-0111.txt",header=T)
mm=da[,2]
hist(mm,nclass=30)
hist
## function (x, ...)
## UseMethod("hist")
## <bytecode: 0x7f8f731c3df8>
## <environment: namespace:graphics>
d1=density(mm)
range(mm)
## [1] -0.175949 0.206485
basicStats(mm)
## mm
## nobs 2535.000000
## NAs 0.000000
## Minimum -0.175949
## Maximum 0.206485
## 1. Quartile -0.009672
## 3. Quartile 0.010540
## Mean 0.000534
## Median 0.000000
## Sum 1.353560
## SE Mean 0.000524
## LCL Mean -0.000493
## UCL Mean 0.001561
## Variance 0.000695
## Stdev 0.026368
## Skewness 0.459773
## Kurtosis 9.592053
mean(mm)
## [1] 0.0005339487
var(mm)
## [1] 0.0006952929
stdev(mm)
## [1] 0.02636841
t.test(mm)
##
## One Sample t-test
##
## data: mm
## t = 1.0195, df = 2534, p-value = 0.308
## alternative hypothesis: true mean is not equal to 0
## 95 percent confidence interval:
## -0.0004930041 0.0015609015
## sample estimates:
## mean of x
## 0.0005339487
s3=skewness(mm)
T=length(mm)
T
## [1] 2535
t3=s3/sqrt(6/T)
t3
## [1] 9.450552
## attr(,"method")
## [1] "moment"
pp=2*(1-pnorm(t3)) #compute p value
pp
## [1] 0
## attr(,"method")
## [1] "moment"
s4=kurtosis(mm)
s4
## [1] 9.592053
## attr(,"method")
## [1] "excess"
t4=s4/sqrt(24/T)
t4
## [1] 98.58139
## attr(,"method")
## [1] "excess"
pval <- ifelse(pp<0.05, paste0(pp, " *"), pp)
pval <- paste0("t-test \n p=", pval)
#transfrom to log returns
axp=log(da$axp+1)
axp
## [1] 0.0008236607 0.0076526437 -0.0402773512 -0.0194621653
## [5] 0.0117803385 -0.1461373723 -0.0996833281 -0.0517165418
## [9] 0.0076625674 -0.0227764247 0.0715668892 -0.0213084204
## [13] 0.0129132638 0.0065763285 0.0566326645 0.0109518094
## [17] -0.0130183725 0.0345675965 -0.0360459182 -0.0384726730
## [21] -0.0126739766 0.0552937320 0.0177721359 0.0161292219
## [25] -0.0003330555 0.0295685109 0.0131856855 -0.0407553301
## [29] 0.0013301150 -0.0259231194 0.0335372853 -0.0019809608
## [33] -0.0089630484 0.0224207656 0.0016286730 -0.0257189141
## [37] -0.0141273223 -0.0030536577 0.0104779144 0.0067024881
## [41] 0.0142598434 0.0062365125 0.0359933956 0.0224725892
## [45] 0.0095225166 -0.0191359296 0.0018682537 0.0390408893
## [49] 0.0283123947 -0.0373270672 0.0317864164 -0.0162127187
## [53] -0.0044679665 0.0256385066 0.0215863297 -0.0154954366
## [57] -0.0272622613 -0.0098554054 -0.0123813333 -0.0236750555
## [61] 0.0369566136 0.0370847798 0.0157660599 -0.0131693363
## [65] -0.0203792535 0.0076179099 -0.0248235712 -0.0248420238
## [69] -0.0104837631 0.0272143085 0.0069140428 0.0358969263
## [73] -0.0308170034 0.0074243710 0.0135172292 0.0127612281
## [77] 0.0086088374 0.0295588022 -0.0100361945 0.0075365289
## [81] 0.0157611381 0.0342487581 -0.0031860701 -0.0147360441
## [85] 0.0026953642 0.0165512689 -0.0093102058 -0.0317662469
## [89] 0.0405457964 -0.0298449632 0.0140922364 -0.0037741130
## [93] 0.0056569691 -0.0211735866 0.0081963182 0.0065097654
## [97] -0.0191053505 -0.0523232983 0.0246643195 0.0154608625
## [101] -0.0211429451 -0.0490463470 0.0318048217 -0.0474868638
## [105] 0.0045486392 0.0239176783 -0.0097968326 -0.0159373272
## [109] 0.0304496674 0.0166211010 -0.0263716965 -0.0128491985
## [113] 0.0175884130 -0.0124886597 0.0068584271 0.0404776152
## [117] 0.0056917711 0.0149280206 0.0188315677 0.0233199636
## [121] 0.0539965872 -0.0084153096 0.0220344487 -0.0103241107
## [125] 0.0240074999 0.0263361393 -0.0111327396 -0.0152039972
## [129] 0.0034530314 0.0372206374 -0.0047562933 0.0137312928
## [133] -0.0163570501 -0.0197925873 0.0019481012 -0.0176732560
## [137] 0.0054332133 0.0144274224 -0.0055996488 -0.0189779474
## [141] -0.0082448959 -0.0065443677 0.0158152766 0.0136060169
## [145] -0.0014750874 0.0144136229 0.0041145237 -0.0301602831
## [149] 0.0064521401 -0.0067003976 0.0294422906 -0.0050899318
## [153] 0.0296888909 0.0242378751 -0.0192959757 0.0056181884
## [157] -0.0065574532 0.0011743102 -0.0132291202 -0.0252870392
## [161] 0.0002439702 0.0176444177 0.0114343776 -0.0090407447
## [165] -0.0176009927 -0.0110063482 0.0489539603 -0.0110680252
## [169] -0.0174371473 0.0355070954 0.0340641718 0.0085047320
## [173] -0.0082801863 -0.0069903758 -0.0203455747 -0.0236023571
## [177] 0.0025976233 0.0119562385 -0.0088954474 -0.0201884217
## [181] 0.0161833405 -0.0026003781 0.0061351415 -0.0339746578
## [185] -0.0246380391 0.0226886548 -0.0159769545 -0.0301829570
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## [225] 0.0387446383 -0.0258564145 -0.0397798294 -0.0839872271
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## [241] 0.0308453529 -0.0225084247 0.0188354931 -0.0255537332
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## [249] 0.0342014067 -0.0113683758 0.0171491098 0.0046004019
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## [257] 0.0188325491 -0.0467111768 -0.0240457968 -0.0284354834
## [261] 0.0072635564 -0.0161781636 -0.0099634709 0.0236208189
## [265] 0.0368515628 -0.0438160556 -0.0095757010 0.0482099959
## [269] -0.0450078262 -0.0405553634 -0.0489066710 -0.0700448532
## [273] 0.0654777674 -0.0384040867 0.0696025523 0.0521976853
## [277] 0.0074233784 0.0808829699 -0.0461245700 0.0573307323
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## [293] -0.0250921924 0.0062643380 -0.0367801737 0.0014070097
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## [445] 0.0263595152 -0.0130923318 -0.0022745849 -0.0200119092
## [449] -0.0025592721 -0.0188108193 0.0094492152 -0.0014119964
## [453] 0.0028210172 -0.0039999893 -0.0144843942 0.0047725930
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## [469] -0.0240007270 0.0069488011 -0.0020120228 -0.0062867201
## [473] 0.0266682208 -0.0130234380 -0.0035613340 -0.0112106047
## [477] -0.0040672601 -0.0171258132 0.0057414861 -0.0283346618
## [481] 0.0255829478 0.0157197941 0.0031600019 -0.0067829523
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## [505] -0.0112571243 0.0083996242 -0.0117345817 -0.0058078329
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## [885] -0.0065212170 -0.0154456726 -0.0043755588 -0.0009534544
## [889] -0.0021012060 -0.0214565543 -0.0149613651 -0.0027808630
## [893] 0.0159816110 -0.0035292204 0.0132685817 -0.0019448901
## [897] -0.0091911091 0.0078282789 -0.0015602165 0.0060337602
## [901] 0.0042599137 -0.0040662560 -0.0042781382 0.0162354883
## [905] -0.0015351778 -0.0188006295 -0.0076602651 0.0041314538
## [909] -0.0074889725 -0.0103402769 0.0073687837 -0.0117750546
## [913] 0.0230209723 0.0113147461 0.0106124878 -0.0077066199
## [917] 0.0191573211 0.0066190457 -0.0009424440 0.0097631846
## [921] -0.0063732662 -0.0033907421 -0.0039698695 -0.0058893080
## [925] -0.0019068168 -0.0045925295 -0.0075081155 0.0136267329
## [929] 0.0034251275 0.0169524911 -0.0056187557 -0.0033867285
## [933] -0.0001890179 -0.0028310035 -0.0051170699 0.0047387543
## [937] 0.0069726346 0.0112049890 0.0042619052 0.0031380711
## [941] -0.0012908328 -0.0007382725 0.0097413981 -0.0021974125
## [945] 0.0025627134 0.0003659330 0.0045595893 0.0007277351
## [949] -0.0001820166 -0.0012738110 -0.0016403446 -0.0038373532
## [953] 0.0023771723 0.0005478499 -0.0202843433 -0.0013048509
## [957] -0.0044870518 0.0117348762 -0.0068755827 -0.0052467401
## [961] 0.0058071061 0.0076288264 -0.0128724962 0.0039352467
## [965] 0.0085662051 0.0007417249 -0.0025973702 0.0018562761
## [969] 0.0027771402 -0.0059345748 -0.0142378793 0.0075186639
## [973] 0.0095056776 0.0077608069 0.0044072737 -0.0001830167
## [977] -0.0051452139 0.0122674462 0.0094185063 -0.0085090999
## [981] -0.0030957870 0.0103423332 0.0014429584 0.0066468606
## [985] -0.0007162565 -0.0019729450 -0.0019769529 0.0162374561
## [989] 0.0052959517 -0.0022916238 -0.0024730555 -0.0083487541
## [993] -0.0005351432 0.0016047118 -0.0003560634 0.0032038621
## [997] -0.0049874165 -0.0100503359 0.0052173658 -0.0130031760
## [1001] 0.0158703964 -0.0124228450 0.0007247373 0.0010854107
## [1005] 0.0010844118 0.0284922142 0.0071722180 -0.0001740151
## [1009] 0.0143663086 0.0068504818 -0.0146142701 -0.0134257230
## [1013] 0.0103027440 0.0324759026 -0.0072582777 -0.0090185451
## [1017] -0.0259754601 0.0000000000 -0.0017555401 0.0017554583
## [1021] -0.0052768984 -0.0014119964 0.0155967361 -0.0012177411
## [1025] 0.0043425574 -0.0162899639 0.0051934905 0.0000000000
## [1029] -0.0050055067 -0.0155766892 0.0026464949 -0.0199200942
## [1033] 0.0008296557 -0.0062374123 0.0035387313 -0.0047914607
## [1037] 0.0223014634 -0.0334295941 -0.0044438593 0.0494461394
## [1041] 0.0036264166 0.0084115237 -0.0250419486 0.0130030922
## [1045] 0.0046322545 -0.0125352389 0.0165463510 -0.0048145715
## [1049] -0.0066581161 0.0080643952 -0.0135453251 0.0040627359
## [1053] 0.0106866933 0.0117635375 0.0090766820 0.0003929228
## [1057] -0.0168308474 -0.0116495938 0.0082488842 0.0196418301
## [1061] 0.0165611047 0.0124817775 0.0041892130 0.0041722839
## [1065] -0.0135280934 -0.0137136031 0.0110240117 -0.0073358416
## [1069] -0.0042721125 0.0021387113 -0.0076018208 -0.0090407447
## [1073] 0.0098235901 -0.0023487562 -0.0051080238 0.0134994707
## [1077] -0.0005831700 0.0096750454 -0.0127904502 0.0093184481
## [1081] 0.0122911533 -0.0017194775 0.0001909818 -0.0200812861
## [1085] 0.0031161398 -0.0062414373 0.0068246589 0.0215315240
## [1089] -0.0097473515 0.0105313501 0.0034231344 0.0245628481
## [1093] -0.0029684013 -0.0054015622 0.0001869825 -0.0020561124
## [1097] -0.0090225813 -0.0035944523 -0.0034168307 -0.0228879420
## [1101] 0.0007776975 0.0264734650 0.0015138535 0.0079076519
## [1105] -0.0003750703 -0.0117001809 -0.0043755588 0.0032357593
## [1109] -0.0011406503 -0.0043856027 -0.0021042123 -0.0028761321
## [1113] 0.0125953446 0.0058617861 -0.0007542844 0.0003769290
## [1117] 0.0091995540 0.0126279310 0.0053377289 -0.0005511519
## [1121] -0.0108951370 0.0180314518 -0.0049351579 0.0054829412
## [1125] -0.0023718105 -0.0158357259 0.0044441103 -0.0063018148
## [1129] -0.0005581557 0.0000000000 -0.0029814401 0.0046541526
## [1133] -0.0119582153 0.0191759604 -0.0072179871 0.0022265195
## [1137] 0.0011113822 0.0018492890 0.0097453594 -0.0097453319
## [1141] -0.0098412668 -0.0007462784 -0.0084385042 0.0015058656
## [1145] 0.0033792838 -0.0149156879 -0.0013328879 -0.0070729545
## [1149] 0.0080247157 -0.0022866123 0.0151427674 -0.0039528020
## [1153] -0.0119804802 -0.0109648953 0.0028968002 -0.0116394767
## [1157] -0.0011716862 0.0003909236 -0.0041094322 0.0251705471
## [1161] -0.0082559871 0.0109290597 -0.0036295790 -0.0090356993
## [1165] -0.0091184470 0.0114333890 0.0340941331 0.0020459057
## [1169] -0.0187588522 -0.0053161055 -0.0028590833 0.0070391668
## [1173] 0.0187795551 -0.0027949021 -0.0005601569 0.0009325650
## [1177] -0.0171166577 0.0034091821 0.0045277343 -0.0028269922
## [1181] -0.0186712276 -0.0017324999 0.0061460741 -0.0063380430
## [1185] 0.0061470680 0.0225322319 0.0126516296 0.0058985692
## [1189] -0.0112743169 0.0103551994 0.0076963073 -0.0010956000
## [1193] -0.0206803724 -0.0063632023 0.0041224908 -0.0016844178
## [1197] 0.0013101414 -0.0118539816 -0.0116131726 0.0099087458
## [1201] 0.0156154419 -0.0122082180 -0.0133152559 0.0097186208
## [1205] 0.0075573710 -0.0071776982 -0.0030376089 0.0075772202
## [1209] -0.0129160543 -0.0024880927 0.0322454811 -0.0125109364
## [1213] 0.0082340073 -0.0190013884 0.0007617098 -0.0107162141
## [1217] 0.0023063384 0.0074581190 -0.0055403193 -0.0183666388
## [1221] 0.0003899240 -0.0003900761 -0.0058712018 0.0223200442
## [1225] -0.0059677718 -0.0228500861 0.0007896881 0.0035467030
## [1229] 0.0177406991 -0.0089287429 0.0173948289 -0.0024941077
## [1233] 0.0009595395 -0.0065463809 0.0069299325 0.0015338231
## [1237] -0.0021092228 0.0032576880 -0.0040260939 -0.0015381824
## [1241] -0.0034690101 0.0000000000 0.0193103493 0.0041573462
## [1245] 0.0090102852 -0.0046829479 0.0007507181 -0.0039477822
## [1249] -0.0016964381 0.0024499963 -0.0039608338 0.0003779286
## [1253] -0.0073942704 -0.0015231594 0.0013331110 0.0001899820
## [1257] 0.0019011916 -0.0062877264 -0.0003820730 0.0061003549
## [1261] -0.0026645468 0.0024739373 0.0150915476 0.0013101414
## [1265] 0.0050362965 -0.0048487361 -0.0014971201 0.0157896842
## [1269] -0.0003690681 -0.0023998774 0.0152225469 0.0183957558
## [1273] 0.0012502182 -0.0007142550 0.0016057102 -0.0161791799
## [1277] 0.0145723063 0.0127770251 0.0015897357 -0.0010595611
## [1281] -0.0012377657 0.0199692801 -0.0036486482 0.0076298188
## [1285] 0.0022434815 -0.0065705388 0.0079493203 -0.0029302891
## [1289] 0.0006907614 0.0012072710 -0.0242404398 0.0008826104
## [1293] 0.0028180256 0.0167430496 -0.0095575280 0.0006977565
## [1297] 0.0086861658 -0.0027718380 -0.0033014438 -0.0069853408
## [1301] 0.0190945335 0.0049736111 0.0105511404 -0.0027126760
## [1305] -0.0008493606 0.0018672556 0.0062544004 0.0023562219
## [1309] 0.0015118566 0.0045217614 -0.0043544669 -0.0028570776
## [1313] 0.0080465396 0.0001669861 -0.0181945210 0.0013590760
## [1317] -0.0022094390 -0.0008513623 -0.0028991986 0.0226280438
## [1321] -0.0006682232 -0.0030125331 -0.0084143012 0.0110922529
## [1325] -0.0087289870 -0.0032091438 0.0142756168 0.0316759769
## [1329] -0.0042088448 0.0021067792 -0.0035683590 -0.0035804020
## [1333] -0.0076925116 -0.0001640134 0.0050820644 0.0066816281
## [1337] -0.0070085023 -0.0077166973 -0.0026404830 -0.0073167019
## [1341] -0.0132716804 0.0094264313 -0.0063863494 -0.0006742272
## [1345] 0.0030323976 -0.0074285233 0.0020319342 0.0015208429
## [1349] -0.0037219178 -0.0155441873 -0.0005161332 -0.0089963460
## [1353] 0.0238698352 -0.0198803103 0.0013840418 -0.0036366044
## [1357] 0.0063984860 0.0036134636 -0.0025793236 0.0015488000
## [1361] 0.0006877634 -0.0024078967 0.0106223822 -0.0032432537
## [1365] -0.0165491855 -0.0092557022 0.0104709874 0.0187471685
## [1369] 0.0027222912 0.0028848349 -0.0052658402 -0.0030707098
## [1373] -0.0065131647 -0.0022385036 -0.0152831953 -0.0275007016
## [1377] 0.0227649021 -0.0056428912 -0.0198242075 -0.0097877441
## [1381] 0.0264237962 -0.0090881726 0.0170399912 0.0014070097
## [1385] -0.0033445869 -0.0351733946 0.0173820530 0.0071543465
## [1389] -0.0100301340 0.0087823223 0.0039183134 0.0216274319
## [1393] -0.0008703787 -0.0001740151 -0.0040130415 -0.0135534342
## [1397] -0.0101523613 0.0106837252 -0.0010635654 -0.0096201254
## [1401] 0.0037519526 0.0069497941 -0.0062353998 0.0071225741
## [1405] 0.0008866068 -0.0064024520 0.0081735057 0.0149299909
## [1409] 0.0207051611 -0.0054789822 0.0034281173 0.0086891398
## [1413] 0.0341840118 0.0024559816 -0.0039327230 0.0228851264
## [1417] -0.0028921783 0.0000000000 -0.0239402957 0.0106570118
## [1421] 0.0228929454 0.0114106502 -0.0011036088 -0.0018947940
## [1425] 0.0000000000 0.0001579875 -0.0084102674 0.0034998683
## [1429] -0.0087723649 0.0095660986 0.0151181428 -0.0065866444
## [1433] 0.0062732818 0.0048352911 0.0000000000 -0.0043665194
## [1437] 0.0004688901 -0.0061106319 0.0110962087 0.0102057438
## [1441] -0.0003080474 0.0013840418 -0.0007682951 -0.0035432700
## [1445] -0.0163387534 -0.0158133750 0.0047706026 0.0003169498
## [1449] -0.0150182109 0.0164450361 -0.0001580125 0.0099285484
## [1453] -0.0099281211 0.0001579875 -0.0175724959 0.0097829901
## [1457] -0.0139812842 0.0001619869 -0.0076340655 0.0032556945
## [1461] -0.0050507335 -0.0006532133 0.0099216176 0.0125439941
## [1465] -0.0168013556 0.0021157602 0.0150058470 -0.0348740934
## [1469] -0.0003320551 0.0493585740 -0.0079263305 -0.0152354726
## [1473] 0.0451817569 0.0047765740 0.0076566132 -0.0159932123
## [1477] 0.0023223014 -0.0554862832 0.0091133470 -0.0241011126
## [1481] -0.0287874098 0.0267938181 -0.0269653182 0.0184487701
## [1485] 0.0212388503 -0.0577859048 0.0465591058 0.0033154977
## [1489] 0.0410142960 -0.0373800083 0.0021407071 -0.0221249618
## [1493] -0.0368351608 -0.0098210692 0.0248906418 0.0123020189
## [1497] -0.0035723733 0.0078084347 0.0166014305 -0.0016643843
## [1501] 0.0142243525 -0.0153908336 -0.0445048094 0.0136809871
## [1505] -0.0072502194 0.0154716937 0.0360204053 -0.0241492602
## [1509] 0.0013480909 -0.0281711055 0.0164863502 0.0111792784
## [1513] 0.0018512853 0.0186549101 -0.0277751838 -0.0126344800
## [1517] 0.0437048750 0.0024639620 -0.0137115755 -0.0140705272
## [1521] -0.0151268359 0.0075077462 0.0030553277 0.0094452528
## [1525] -0.0033626474 0.0210009287 -0.0001650136 -0.0101139742
## [1529] -0.0016723977 0.0221753005 -0.0067326133 0.0297073349
## [1533] -0.0101281167 0.0090073121 0.0124126434 -0.0228756642
## [1537] -0.0257332789 -0.0024931052 -0.0239187871 -0.0267783613
## [1541] -0.0042108532 0.0309898167 0.0047616454 0.0138161164
## [1545] 0.0151132178 -0.0026404830 -0.0034760344 0.0107213207
## [1549] -0.0429095887 0.0005138679 -0.0042881811 0.0068524681
## [1553] -0.0561841827 0.0130978475 0.0069279463 -0.0071061893
## [1557] 0.0532876543 -0.0010145144 -0.0146589189 0.0073558791
## [1561] -0.0224071762 -0.0064698846 -0.0477910135 0.0234616113
## [1565] -0.0382939427 0.0381133695 0.0316759769 -0.0090992731
## [1569] 0.0360792454 -0.0064638457 -0.0257558526 0.0142559001
## [1573] 0.0272454489 -0.0441316320 0.0108261848 -0.0538745176
## [1577] -0.0088369309 -0.0044478772 -0.0292115325 -0.0021062165
## [1581] -0.0076955348 0.0025078527 -0.0170973299 0.0178684050
## [1585] 0.0245286967 -0.0064064777 -0.0346193955 -0.0051009879
## [1589] 0.0229447445 -0.0154984834 -0.0124198075 -0.0255157763
## [1593] 0.0044670080 -0.0289819487 0.0232926087 -0.0032653254
## [1597] -0.1059962733 0.0112999148 -0.0396518461 0.0337925457
## [1601] -0.0361330050 0.0217908456 -0.0062102437 0.0641206213
## [1605] 0.0192887698 -0.0360925709 0.0422296433 0.0084035907
## [1609] -0.0096696003 0.0371146508 0.0095205355 -0.0398984628
## [1613] -0.0419945567 0.0037130979 0.0125647321 -0.0321585888
## [1617] -0.0078114299 0.0100325057 0.0385118081 -0.0250716844
## [1621] -0.0127752572 -0.0124916974 0.0166948620 -0.0137815305
## [1625] 0.0084690363 0.0033234711 0.0131837117 0.0056599522
## [1629] -0.0364720941 -0.0489024705 -0.0052145723 0.0134550732
## [1633] -0.0098968123 -0.0225104702 0.0057951755 -0.0365374364
## [1637] 0.0904392451 -0.0251834580 -0.0009364383 -0.0403835490
## [1641] 0.0169249614 0.0468358748 -0.0399067884 0.0905369880
## [1645] 0.0306261935 0.0021067792 -0.0463099425 -0.0117527943
## [1649] -0.0381952391 0.0131235088 0.0742546043 -0.0093879290
## [1653] 0.0006427934 -0.0122861668 0.0094967627 -0.0017204792
## [1657] -0.0263829905 -0.0004440986 -0.0377662514 -0.0155614538
## [1661] 0.0100156753 0.0138092124 0.0214816092 0.0183977193
## [1665] 0.0037270459 -0.0385911514 0.0092817906 0.0178654581
## [1669] 0.0557430794 0.0025088502 0.0025028652 0.0002079784
## [1673] 0.0666581481 -0.0182841408 0.0003969212 0.0106530542
## [1677] -0.0453614489 0.0030752665 0.0022494680 0.0200192705
## [1681] -0.0189983308 0.0099483507 0.0072466793 -0.0239505380
## [1685] -0.0024680431 -0.0260780969 -0.0394489792 0.0191641882
## [1689] -0.0198242075 0.0098523062 0.0054322187 0.0129172124
## [1693] -0.0085928127 -0.0240181401 -0.0209917941 0.0295743361
## [1697] 0.0384704318 -0.0604009593 -0.0121677275 0.0054262512
## [1701] -0.0404928820 0.0193005405 0.0281578213 0.0004478997
## [1705] -0.0439226299 -0.0079827778 0.0049387841 -0.0346059376
## [1709] -0.0073116652 0.0294063634 -0.0279397037 -0.0513701394
## [1713] -0.0220983805 -0.0097746163 0.0605154394 -0.0100452854
## [1717] 0.0155278170 -0.0162848818 0.0483205301 -0.0584758695
## [1721] 0.0007687045 0.0043445488 -0.0443239526 -0.0131490714
## [1725] 0.0691369944 0.0520619489 0.0095264787 -0.0310531983
## [1729] -0.0738069405 0.0349191671 -0.0773984568 0.0057514288
## [1733] -0.0347301707 0.0590101428 0.0005328580 -0.0112510564
## [1737] 0.0018842237 -0.0091840445 0.0495003881 -0.0190329835
## [1741] -0.0427540681 0.0380045894 0.0353372206 -0.0290097430
## [1745] -0.0309603640 0.0348950247 0.0225195214 -0.0280322580
## [1749] -0.0337294975 0.0188786712 -0.0112844304 0.0469742306
## [1753] -0.0255886139 0.0063269426 0.0200349532 0.0396465840
## [1757] -0.0177353456 0.0236598844 0.0068673656 -0.0542439591
## [1761] 0.0166348701 0.0280294781 -0.0579130514 -0.0020941913
## [1765] 0.0156006742 0.0048900243 -0.0933100813 0.0164922521
## [1769] -0.0877421894 0.1324710807 0.0686394757 -0.0801043762
## [1773] 0.0262026914 -0.0205864544 0.0087615057 0.0431983687
## [1777] -0.1935228578 0.0847813089 0.0025367797 -0.0949141582
## [1781] -0.0403169138 -0.0262567102 -0.0624340704 -0.0408219945
## [1785] -0.1222173527 -0.0360593954 0.1648922110 0.0320808619
## [1789] -0.1439743019 -0.0320522282 -0.0131997345 0.0427922124
## [1793] 0.0804530850 -0.0533100635 -0.0197783076 -0.0197619881
## [1797] -0.0411689297 0.0985349746 -0.0102604589 0.0331610442
## [1801] 0.0537843392 0.0293820876 0.0516109439 -0.0690650169
## [1805] -0.1104434117 0.0155288016 -0.0539790029 -0.0681589336
## [1809] -0.1108321243 0.0357618536 -0.0387585000 -0.0315061471
## [1813] 0.0005158669 -0.0335816029 -0.0840078920 0.0813366394
## [1817] 0.1250684326 0.0089309996 0.0425986553 0.0442953156
## [1821] -0.1713139633 0.0554602506 0.0520875789 -0.0482421643
## [1825] 0.0441183157 0.1152286649 -0.0481970401 -0.0771845461
## [1829] -0.0686290091 0.0103779622 -0.0504136814 0.0365527342
## [1833] -0.0125413146 -0.0470245238 0.0276560222 -0.0533807347
## [1837] -0.0252901161 0.0005568449 -0.0033445869 -0.0117942799
## [1841] 0.0168069683 0.0300984624 0.0411889672 0.0315713388
## [1845] 0.0546207523 -0.0426632720 0.0014978776 -0.0412585481
## [1849] -0.0210203885 0.0084611037 -0.0630303257 -0.0290200374
## [1853] -0.0180601064 -0.0865300383 0.0782657452 -0.0492049502
## [1857] -0.0037429963 -0.0512932944 0.0929145854 0.0677932189
## [1861] -0.0659966504 0.0011962842 0.0148324533 -0.0538386363
## [1865] 0.0166417546 0.0401376004 0.0514988733 -0.0100897306
## [1869] -0.1056738981 0.0241275749 -0.0104453634 -0.0281885914
## [1873] -0.1200095124 0.0099790433 -0.0912757292 0.0077399690
## [1877] -0.0653100187 0.1142104393 -0.0412199904 -0.0390069760
## [1881] -0.0414190477 -0.0865594791 0.0664579279 -0.0093495713
## [1885] -0.1253909022 -0.0067990613 0.0363676085 0.1343534297
## [1889] -0.0199180540 0.0973653392 -0.0045734423 -0.0334016766
## [1893] 0.0203289593 0.0866885749 -0.0751460492 -0.0639776118
## [1897] 0.1719361480 -0.0463895480 0.0149950108 0.0697956159
## [1901] -0.0459853015 -0.1204685133 0.0620466691 0.0701173057
## [1905] 0.0367137271 0.0230962171 -0.0111509413 -0.0099432709
## [1909] 0.0462173335 0.1805174303 0.0830204237 -0.1044920040
## [1913] 0.1122817088 0.0033892500 0.0527176795 -0.1389827960
## [1917] 0.0306116459 -0.0071797126 0.0762746945 0.1877111733
## [1921] -0.0432123491 -0.0033074636 0.0325891575 0.0107638612
## [1925] -0.0375720729 0.1160891574 -0.0263706697 0.0212261234
## [1929] -0.0440668367 0.0894475737 -0.0867557733 -0.0229176138
## [1933] -0.0549188060 0.0258158839 -0.0200210912 0.0754923706
## [1937] -0.0526436794 -0.0332207490 0.0070639912 -0.0315484603
## [1941] 0.0487901642 -0.0445257199 0.0334763613 0.0223816517
## [1945] 0.0448538556 -0.0505041322 -0.0093515901 0.0309694573
## [1949] -0.0119521431 0.0276696403 0.0486977789 -0.0089519494
## [1953] -0.0405251636 -0.0185082254 0.0027781374 -0.0216353657
## [1957] -0.0304303419 0.0062434689 0.0221596513 -0.0589265643
## [1961] 0.0068643861 -0.0198619491 0.0637754175 -0.0282173923
## [1965] 0.0100503259 -0.0244638138 -0.0103806934 -0.0322535999
## [1969] 0.0546103369 -0.0385745220 0.0039691126 0.0035148158
## [1973] 0.0182533886 0.0544749276 -0.0024499988 0.1069126105
## [1977] 0.0382028877 -0.0088793046 0.0302197488 0.0168187682
## [1981] -0.0213288514 0.0237087141 0.0020349281 -0.0390444087
## [1985] -0.0249742773 0.0025258075 0.0171491098 0.0035357419
## [1989] 0.0112316878 0.0020918106 0.0558802084 0.0308114155
## [1993] 0.0431313260 -0.0107647324 -0.0260000920 0.0091609104
## [1997] 0.0056440424 -0.0081632287 -0.0428333910 0.0418873468
## [2001] 0.0003159501 0.0255381087 0.0100968548 -0.0054940648
## [2005] 0.0045804935 0.0097027755 0.0244428253 0.0082111957
## [2009] -0.0123418483 -0.0559419775 -0.0009384402 0.0158359469
## [2013] 0.0116390033 0.0195996655 0.0177574000 0.0090528986
## [2017] -0.0067084514 -0.0073428932 0.0212926931 0.0337664425
## [2021] -0.0237170386 -0.0065926841 -0.0294782455 0.0062007356
## [2025] -0.0109517521 0.0074124597 -0.0233126402 0.0397205882
## [2029] -0.0122811050 0.0026445002 -0.0434065817 0.0009235734
## [2033] 0.0222193126 0.0089904644 0.0139246012 0.0287098983
## [2037] -0.0011446549 0.0039989934 -0.0068655138 0.0071503750
## [2041] 0.0127424688 -0.0167403409 0.0223523153 -0.0089943280
## [2045] -0.0090750540 0.0374662904 -0.0523917923 0.0086385798
## [2049] 0.0302158679 -0.0362543173 0.0497925188 -0.0449011363
## [2053] 0.0238239427 0.0100394358 -0.0022224679 0.0483138603
## [2057] -0.0141435501 0.0482652645 0.0160042461 0.0092817906
## [2061] -0.0138281700 0.0212907352 0.0266555628 -0.0019318648
## [2065] 0.0050641555 -0.0103978710 -0.0051170699 0.0169574070
## [2069] -0.0045744468 0.0067342738 -0.0213186359 0.0239518505
## [2073] -0.0127509489 -0.0063148971 -0.0543241987 0.0110022526
## [2077] 0.0027950901 -0.0071303607 0.0189856270 0.0087377147
## [2081] 0.0123523941 0.0134136336 -0.0077822029 0.0075395064
## [2085] -0.0200690428 0.0014819014 0.0125114049 0.0097037658
## [2089] -0.0050828961 0.0113404533 -0.0152303959 -0.0041495977
## [2093] -0.0019589174 -0.0068866587 0.0098235901 -0.0022014214
## [2097] 0.0160357375 0.0160190078 -0.0007152557 -0.0115079633
## [2101] 0.0131758164 0.0030892234 0.0124956037 -0.0068181911
## [2105] 0.0133573915 0.0004658915 -0.0192633527 -0.0884782705
## [2109] -0.0209489040 0.0081695383 0.0148501881 -0.0325913758
## [2113] 0.0061261965 0.0144983886 0.0209774271 -0.0178412121
## [2117] -0.0210918780 0.0084908505 -0.0284046186 0.0201809871
## [2121] 0.0055784117 0.0142036489 0.0033892500 0.0307561434
## [2125] -0.0144914964 0.0025577262 -0.0023016468 -0.0033335501
## [2129] -0.0260226717 0.0125755947 -0.0096796975 0.0039352467
## [2133] -0.0015722353 0.0067958558 -0.0028691120 0.0158093707
## [2137] 0.0331300875 -0.0122638951 -0.0002520318 0.0005038730
## [2141] 0.0097711069 0.0160751005 -0.0014730845 0.0053904454
## [2145] 0.0021965857 -0.0002440298 -0.0164759867 0.0184261902
## [2149] 0.0038874341 -0.0055926095 0.0099483507 -0.0072693579
## [2153] 0.0087168972 -0.0002410290 -0.0007272644 0.0106075406
## [2157] 0.0229945864 0.0104907788 -0.0175460353 0.0306785634
## [2161] 0.0043395704 0.0149290058 0.0100523059 0.0321515547
## [2165] 0.0045098155 -0.0342188434 0.0145279563 0.0095690701
## [2169] -0.0045553599 0.0168177849 0.0270001920 -0.0191206399
## [2173] -0.0290560686 0.0063130308 0.0324536373 -0.0315856148
## [2177] 0.0231470285 -0.0288007896 -0.0316785072 -0.0444107180
## [2181] -0.0457361325 0.0595228386 0.0055545449 0.0176149419
## [2185] -0.0296883706 -0.0520188207 0.0141711138 -0.0340522527
## [2189] 0.0082488842 -0.0393501615 0.0305990377 -0.0197823875
## [2193] -0.0010255257 -0.0215117270 0.0550457949 -0.0114715473
## [2197] -0.0172021116 0.0444187185 -0.0105504609 -0.0539716147
## [2201] -0.0183921026 0.0189130160 -0.0083618631 0.0491520035
## [2205] 0.0024948852 -0.0059989578 0.0417338986 0.0178723341
## [2209] -0.0066349628 -0.0007132543 0.0134708592 -0.0156142707
## [2213] 0.0054690176 -0.0266746255 0.0384617714 -0.0132108807
## [2217] -0.0491587321 -0.0052517664 -0.0055574139 -0.0015211564
## [2221] -0.0053412391 0.0482919448 0.0232984705 0.0108617965
## [2225] 0.0058538328 0.0308065671 -0.0106980203 -0.0061981690
## [2229] -0.0483523600 0.0048213585 0.0114778764 -0.0218734901
## [2233] 0.0483853203 0.0363762870 0.0141878744 -0.0195600567
## [2237] 0.0006727736 -0.0004491008 0.0017933909 0.0078104191
## [2241] -0.0087067944 -0.0110467917 -0.0203833359 0.0064571079
## [2245] 0.0057305490 0.0077409613 -0.0259631444 -0.0190350220
## [2249] -0.0100139729 -0.0045633965 0.0048034450 -0.0011987182
## [2253] -0.0176651134 -0.0048949608 -0.0138342535 -0.0157961041
## [2257] 0.0057951755 -0.0017605489 0.0292674977 -0.0252490924
## [2261] -0.0005011255 0.0296539433 -0.0046367331 0.0222554989
## [2265] -0.0417693181 -0.0004991245 0.0153545138 -0.0123641217
## [2269] 0.0253051079 -0.0205884960 0.0115717879 0.0026893804
## [2273] 0.0099602318 0.0414307692 -0.0079162510 0.0002339726
## [2277] -0.0100998320 0.0180147555 0.0071622895 0.0057385032
## [2281] -0.0156863906 -0.0230485897 -0.0059657598 -0.0675745920
## [2285] -0.0199149936 -0.0020921871 -0.0052738825 0.0044849277
## [2289] -0.0013168667 0.0156912460 0.0185096349 0.0045745209
## [2293] -0.0089136084 0.0116992956 -0.0061498718 0.0106916402
## [2297] 0.0135004573 -0.0312760358 0.0068941804 0.0201515860
## [2301] 0.0143603942 0.0131866724 0.0058051177 0.0024090958
## [2305] 0.0197741955 -0.0075776379 0.0386994235 0.0077449304
## [2309] -0.0038644574 -0.0123772835 0.0046023927 -0.0048326585
## [2313] -0.0151075465 0.0000000000 -0.0181975761 -0.0124795466
## [2317] 0.0200820000 0.0117645258 -0.0124754964 -0.0064155356
## [2321] 0.0247218805 -0.0138160029 0.0214610553 -0.0025422287
## [2325] 0.0246809052 0.0152333806 -0.0022254745 0.0026704312
## [2329] -0.0049009903 0.0188040897 0.0039372389 0.0097750680
## [2333] 0.0023751770 -0.0036727362 -0.0017335016 -0.0341857300
## [2337] -0.0126446072 -0.0349124072 0.0170301601 -0.0097624985
## [2341] -0.0009344364 0.0065256615 -0.0060573085 0.0016346632
## [2345] -0.0081995244 0.0095987839 0.0111219215 0.0125933696
## [2349] 0.0284863827 -0.0069067971 -0.0083064028 0.0022514636
## [2353] 0.0129606468 -0.0008883945 0.0013321123 0.0260663028
## [2357] 0.0025916388 -0.0246708378 0.0006627803 0.0159963731
## [2361] -0.0045754514 -0.0218571364 -0.0076179430 0.0017973837
## [2365] -0.0153847405 -0.0110043261 0.0050581858 0.0027482202
## [2369] -0.0043554713 0.0066399069 0.0225644961 0.0233746713
## [2373] -0.0034930938 0.0184202998 0.0038575501 -0.0049321430
## [2377] -0.0071192821 0.0144008088 -0.0233167345 -0.0054759658
## [2381] -0.0276127470 -0.0193785572 0.0027581927 -0.0006892375
## [2385] 0.0009185780 -0.0096867656 -0.0030175482 0.0293199388
## [2389] -0.0131794689 -0.0002290262 0.0344043253 -0.0042088448
## [2393] -0.0231284116 0.0058886279 -0.0083911071 -0.0061679830
## [2397] -0.0297697545 0.0247160270 0.0171255176 0.0033902466
## [2401] 0.0096552378 0.0060158683 0.0125815197 0.0000000000
## [2405] 0.0028479408 -0.0015321732 0.0056788448 -0.0155858305
## [2409] 0.0035337489 0.0013221256 0.0000000000 0.0226387976
## [2413] -0.0025963676 0.0025966258 0.0021586684 -0.0077922811
## [2417] 0.0017364914 -0.0047834223 0.0080316597 -0.0041164610
## [2421] 0.0125133801 0.0076893609 0.0023372665 -0.0012748122
## [2425] 0.0010624354 0.0109795040 0.0187236140 0.0114758993
## [2429] 0.0115470752 0.0050223668 -0.0040160536 -0.0036285753
## [2433] 0.0136385704 -0.0001990198 -0.0003980792 -0.0068000681
## [2437] -0.0058370022 -0.0010095094 0.0116508643 0.0136869055
## [2441] 0.0058926045 0.0147743202 -0.0122315007 -0.0013679352
## [2445] -0.0110154479 -0.0029714103 0.0053417076 0.0088398135
## [2449] 0.0091500107 -0.0333003531 0.0035995140 -0.0163031775
## [2453] -0.0101978215 0.0022524613 -0.0162909804 0.0047706026
## [2457] -0.0122831297 0.0104185381 -0.0018677431 -0.0182342379
## [2461] 0.0236188656 0.0018572742 0.0078044658 0.0136139088
## [2465] 0.0060357482 -0.0129221323 -0.0178371401 0.0245208905
## [2469] 0.0056360874 0.0253675067 0.0152018639 0.0123030067
## [2473] -0.0001910182 0.0081834243 0.0156095348 -0.0097503808
## [2477] -0.0151887675 0.0024839125 -0.0086250894 -0.0110326363
## [2481] 0.0083341741 -0.0093081871 0.0093075501 0.0053894508
## [2485] 0.0093630297 -0.0064869951 -0.0082650617 -0.0046427610
## [2489] -0.0213625634 0.0013860390 -0.0101402389 -0.0004000800
## [2493] -0.0304468364 0.0069825651 -0.0422219323 0.0078679662
## [2497] -0.0924760996 0.0686833569 -0.0742753708 0.0516783702
## [2501] -0.0040019973 0.0205053215 -0.0205058145 0.0213778566
## [2505] -0.0350604989 0.0042818199 0.0029187363 0.0399963738
## [2509] 0.0351364222 0.0002079784 0.0080772907 0.0014429584
## [2513] 0.0022634365 0.0213484907 -0.0042329463 -0.0202027073
## [2517] -0.0093192900 0.0391726351 -0.0090447810 -0.0464911589
## [2521] 0.0037997717 0.0092282881 0.0225009443 0.0075246189
## [2525] 0.0152796690 -0.0291518151 0.0120471409 -0.0213339592
## [2529] -0.0337367377 -0.0038674690 0.0236159356 -0.0101442797
## [2533] -0.0130416741 0.0053655795 -0.0397340449
sp=log(da$sp+1)
rt=cbind(axp,sp)
m1=apply(rt,2,mean)
v1=cov(rt)
m1
## axp sp
## 1.880014e-04 -7.486380e-07
v1
## axp sp
## axp 0.0006913948 0.0002854511
## sp 0.0002854511 0.0001901755
library(mnormt)
x=rmnorm(2535, mean = m1, varcov = v1)
dim(x)
## [1] 2535 2
plot(x[,2], x[,1],xlab='sim-axp', ylab='sim-sp',cex=0.8)
plot
## standardGeneric for "plot" defined from package "graphics"
##
## function (x, y, ...)
## standardGeneric("plot")
## <environment: 0x7f8f7748e938>
## Methods may be defined for arguments: x, y
## Use showMethods("plot") for currently available ones.
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 timeSeries::filter(), stats::filter()
## ✖ dplyr::first() masks xts::first()
## ✖ dplyr::lag() masks timeSeries::lag(), stats::lag()
## ✖ dplyr::last() masks xts::last()
ggplot(data = da) +
geom_point(mapping = aes(x = axp, y = sp))