R Notebook

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

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

library(tseries)
library(lmtest)
library(forecast)
library(lubridate)

## 
## Attaching package: 'lubridate'

## The following objects are masked from 'package:base':
## 
##     date, intersect, setdiff, union

library(ggplot2)

#extraemos los datos de precio de cierre (cuarta columna) de nuestro activo
mdate="2010-08-05"
ETH_USD=getSymbols('ETH-USD', from=mdate, auto.assign = F)[,4]

mdate="2010-08-05"
AMZN=getSymbols('AMZN', from=mdate, auto.assign = F)[,4]

mdate="2010-08-05"
AAPL=getSymbols('AAPL', from=mdate, auto.assign = F)[,4]

ETH_USD_log=log(ETH_USD)
tail(ETH_USD_log,n=6)

##            ETH-USD.Close
## 2022-08-08      7.481846
## 2022-08-09      7.440161
## 2022-08-10      7.523882
## 2022-08-11      7.539678
## 2022-08-12      7.579294
## 2022-08-13      7.592362

AMZN_log=log(AMZN)
tail(AMZN_log,n=5)

##            AMZN.Close
## 2022-08-08   4.937419
## 2022-08-09   4.926021
## 2022-08-10   4.960674
## 2022-08-11   4.946203
## 2022-08-12   4.966683

AAPL_log=log(AAPL)
tail(AAPL_log,n=5)

##            AAPL.Close
## 2022-08-08   5.105157
## 2022-08-09   5.105460
## 2022-08-10   5.131318
## 2022-08-11   5.126876
## 2022-08-12   5.148076