hw1-5

us.jp= read.table("d-fx-usjp-0711.txt", header = T)
uk.us= read.table("d-fx-ukus-0711.txt", header = T)
usjp=diff(log(us.jp$rate))
ukus=diff(log(uk.us$rate))
head(usjp)

## [1]  0.0062917032 -0.0025119330 -0.0042848207 -0.0023602810  0.0080693049
## [6]  0.0005858476

head(ukus)

## [1] -0.0121324830 -0.0028247881 -0.0071229784  0.0041354414  0.0007734949
## [6] -0.0034078620

#basicStats(us.jp$rate)
#basicStats(uk.us$rate)
usjp.log=log(us.jp$rate)
ukus.log=log(uk.us$rate)
rt=cbind(usjp.log, ukus.log)
m1=apply(rt,2,mean)
v1=cov(rt)
library(mnormt)
dim(rt)

## [1] 1238    2

x=rmnorm(1238, mean = m1, varcov = v1)
dim(x)

## [1] 1238    2

plot(x[,2],x[,1], xlab="usjp.log", ylab="ukus.log",cex=0.8)