Midterm exam

Question 1

Load up packages `tidyquant`, `tidyverse` and `timetk`. And import the data file 

Solution

Loading up packages
    library(pacman)
    p_load(tidyverse, tidyquant, timetk)
    p_load(reshape2)

Importing data
    getwd()
    setwd(dir = "/home/rstudio2/hq")
    midterm <- read.delim("rstudio2/hq/tej_day_price_2017_2018.txt", header=TRUE, sep='\t')
    head(midterm,)

The result of importing data

  證券代碼          簡稱 TSE.產業別 上市別   年月日 開盤價.元. 最高價.元. 收盤價.元.
  1     1101 台泥                   1  TSE   20170103      29.90      29.90      29.64
  2     1102 亞泥                   1  TSE   20170103      24.91      24.95      24.95
  3     1103 嘉泥                   1  TSE   20170103       8.27       8.27       8.27
  4     1104 環泥                   1  TSE   20170103      21.41      21.54      21.50
  5     1108 幸福                   1  TSE   20170103       8.56       8.57       8.57
  6     1109 信大                   1  TSE   20170103      10.11      10.11      10.11
    最低價.元. 成交值.千元. 市值.百萬元. 成交量.千股.
  1      29.35       101450       129779         2890
  2      24.76        33550        89078         1271
  3       8.17         2411         6748          278
  4      21.37         3705        15610          150
  5       8.56          182         3703           20
  6      10.11           42         3789            4

Picture

Question 2

Replace column 1, 2, 5, 8 and 11 with new column names: "id", "name", "date", "price", "cap". Show your results. 

Solution

library(dplyr)
midterm.1 <-  select(midterm, 1,2,5,8,11)
colnames(midterm.1) <- c("id","name", "date","price","cap")
head(midterm.1)
View(midterm.1)

The result of changing column name

    id  name          date     price    cap
1 1101 台泥          20170103 29.64 129779
2 1102 亞泥          20170103 24.95  89078
3 1103 嘉泥          20170103  8.27   6748
4 1104 環泥          20170103 21.50  15610
5 1108 幸福          20170103  8.57   3703
6 1109 信大          20170103 10.11   3789

After changing column names, data looks tidier than the prevoius one.

Question 3

Select column `id`, `date`, `price`, and change `id`format to text, `date` format to date. Also change the data format from long to wide and show your results

Solution

library(dplyr)
midterm.2 <- midterm.1
midterm.2 <- select(midterm.1,id, date, price)
midterm.2$id <- as.character(midterm.2$id)
midterm.2$date <- as.Date(as.character(midterm.2$date), format = "%Y%m%d")
p_load(reshape2)
midterm.3 <- dcast(midterm.2, date~id)
head(midterm.3)
View(midterm.3)
    

Using price as value column: use value.var to override.

Result of selecting specific columns and changing formats

 date  1101  1102 1103 1104 1108  1109  1110  1201  1203  1210 1213
1 2017-01-03 29.64 24.95 8.27 21.5 8.57 10.11 15.54 17.65 20.83 24.73 16.8
   1215  1216 1217  1218  1219 1220  1225  1227  1229  1231  1232  1233  1234
1 42.14 47.81 7.33 14.19 15.13 9.83 46.42 69.38 17.28 26.72 75.77 33.08 28.77
   1235  1236   1256   1262  1301  1303  1304  1305  1307  1308  1309  1310
1 20.31 17.87 112.48 131.07 81.28 63.17 14.66 20.28 31.29 16.63 10.45 16.71
   1312  1313  1314  1315  1316  1319 1321  1323  1324  1325  1326  1337  1338
1 19.18 10.43 10.05 23.08 13.55 57.95 24.6 30.53 12.41 19.84 86.58 17.31 85.75
   1339  1340 1341  1402 1409  1410 1413 1414 1416 1417  1418  1419 1423  1432
1 35.91 44.08   NA 22.69 8.51 21.56 5.55 5.65 22.5 5.16 17.68 36.48 6.78 16.35
   1434 1435  1436  1437 1438  1439  1440 1441  1442 1443 1444 1445 1446 1447
1 26.65  4.2 34.07 14.98 4.22 15.45 11.64 9.06 14.01 4.47 7.84  8.5 17.6  8.1
  1449  1451  1452 1453 1454 1455 1456 1457 1459  1460  1463  1464 1465 1466
1  4.1 34.01 18.02 7.97 7.96 8.69  8.5 9.34  8.4 15.66 16.39 20.66 11.7 13.5
  1467 1468  1470 1471  1472  1473  1474  1475   1476   1477  1503  1504  1506
1 10.3 9.98 18.02  6.2 20.55 27.66 10.32 25.41 312.98 116.53 38.03 25.88 14.55
  1507 1512  1513 1514 1515 1516  1517  1519  1521  1522  1524   1525  1526
1 40.8    6 17.61 8.99 14.2 15.1 10.03 16.67 71.81 31.85 10.23 106.57 13.14
   1527 1528  1529  1530  1531  1532  1533  1535   1536   1537 1538  1539
1 86.69 9.06 32.72 26.94 14.77 28.48 42.21 43.82 118.75 139.13 8.62 25.49
   1540  1541   1558  1560  1568  1582  1583 1587  1589   1590  1592  1598
1 11.42 47.19 138.76 58.18 30.97 68.03 52.33   NA 97.33 237.72 49.05 37.34
   1603  1604  1605 1608 1609 1611 1612  1614 1615 1616 1617 1618  1626  1701
1 21.65 17.79 10.57 7.73 5.33 6.82 8.17 22.51 9.12 5.09 6.99 7.79 24.96 17.09
   1702   1707  1708  1709  1710  1711  1712  1713 1714  1717 1718  1720  1721
1 55.96 158.27 24.47 13.94 22.72 19.17 13.64 13.97 7.81 27.75 8.05 29.94 13.99
   1722   1723 1724  1725  1726  1727  1730  1731  1732  1733  1734  1735
1 36.35 112.81   15 12.57 72.87 11.94 34.56 12.59 13.55 37.55 23.77 11.58
   1736  1737 1760  1762  1773  1776  1783 1786  1789  1802 1805 1806 1808
1 44.26 26.64   NA 26.05 48.73 18.55 23.58 54.2 36.36 12.86 5.65 7.04   27
   1809 1810  1817 1902 1903  1904 1905  1906 1907  1909  2002  2006 2007
1 11.79 8.98 32.93 11.1 32.5 12.28 8.46 15.46 9.22 15.28 22.79 18.89 5.35
   2008 2009  2010  2012  2013 2014  2015 2017  2020 2022 2023 2024 2025  2027
1 10.55 7.34 10.48 12.15 20.91 9.45 39.84 7.55 11.66 6.74 9.73 7.27 2.81 15.59
  2028  2029 2030  2031 2032 2033  2034 2038   2049   2059  2062  2069  2101
1 4.15 29.85 9.56 19.12 9.88 8.61 23.53 6.58 137.54 398.66 38.96 19.35 27.32
   2102  2103  2104  2105  2106  2107  2108  2109  2114  2115  2201 2204  2206
1 12.81 31.84 22.66 56.27 44.61 15.62 18.33 10.66 68.58 47.85 25.58 23.2 18.67
   2207  2208   2227   2228   2231  2236   2239 2243  2301 2302  2303 2305
1 337.5 32.16 168.16 153.22 198.71 51.25 177.08   NA 41.84 6.55 10.56 8.05
    2308  2312  2313  2314  2316  2317 2321 2323 2324  2327  2328  2329   2330
1 146.72 11.26 14.64 24.61 19.58 96.08 5.34 3.51 16.5 66.13 23.56 16.34 170.87
   2331  2332 2337 2338  2340 2342 2344  2345 2347  2348 2349  2351  2352
1 14.92 10.56 8.89 8.65 14.07 13.7 9.05 47.48 29.8 17.02 6.99 38.54 13.71
   2353 2354  2355 2356   2357  2358  2359  2360  2362 2363 2364 2365 2367
1 12.31 78.4 54.56 19.4 237.04 15.28 13.87 71.63 26.32  6.5 2.49  8.8 8.84
   2368  2369 2371  2373  2374 2375  2376  2377  2379 2380  2382  2383  2385
1 10.45 10.99 9.61 64.45 15.33 15.7 37.52 66.87 93.99  6.7 53.78 81.89 65.72
   2387  2388  2390 2392  2393   2395  2397 2399  2401  2402 2404 2405  2406
1 18.25 10.05 16.87 33.4 39.95 215.96 45.31 7.82 10.44 16.05 50.1 8.16 24.55
   2408  2409  2412  2413  2414  2415  2417  2419  2420  2421  2423 2424  2425
1 44.08 10.23 93.66 11.85 15.09 24.64 10.96 18.63 30.37 24.36 17.19   21 19.83
   2426 2427  2428  2429  2430  2431  2433 2434  2436 2438   2439 2440  2441
1 11.33 6.87 59.07 22.62 24.87 13.64 34.42 8.72 23.89   10 105.85 8.87 34.63
  2442 2443  2444  2448  2449  2450  2451 2453   2454  2455  2456  2457  2458
1 6.78 6.16 11.11 22.56 23.23 46.16 74.82 9.72 202.81 45.33 88.56 12.81 42.58
   2459  2460  2461  2462  2464 2465  2466  2467 2468 2471  2472   2474 2475
1 31.01 10.25 17.72 20.35 34.91   16 35.15 19.39 9.74 12.6 35.36 211.49 1.29
   2476  2477  2478  2480  2481  2482  2483  2484  2485 2486 2488  2489 2491
1 22.69 18.47 18.51 28.29 15.75 12.69 15.06 16.48 31.49 8.98 37.4 20.41 7.56
   2492  2493  2495  2496  2497 2498 2499  2501 2504  2505  2506  2509 2511
1 35.46 23.23 14.93 87.92 32.08 79.2   13 15.49  6.4 11.53 11.14 14.38 8.99
   2514 2515 2516  2520  2524  2527 2528  2530  2534  2535  2536 2537 2538
1 15.71 5.85 6.79 18.07 19.41 17.76 5.83 12.74 14.07 16.58 22.02 8.77 8.24
   2539 2540 2542 2543  2545  2546 2547 2548  2597 2601  2603  2605  2606
1 19.52   24 37.7 8.94 33.65 14.52 9.25 51.8 31.79 6.79 10.66 18.17 23.63
   2607  2608  2609 2610 2611  2612  2613 2614  2615  2616  2617 2618 2630
1 12.25 41.04 10.32 9.07 6.97 25.82 12.05 7.58 15.85 24.28 11.96   13   NA
   2633  2634  2636  2637  2642  2701  2702 2704 2705  2706   2707  2712  2722
1 17.87 34.85 19.88 27.02 23.63 11.98 15.28 22.2 8.16 14.24 153.13 25.58 36.67
    2723   2727  2731  2739  2748  2801 2809 2812  2816  2820  2823  2832 2834
1 195.04 122.91 76.12 28.96 44.83 14.93 25.6 7.98 14.41 11.69 26.28 17.45 7.32
  2836 2838  2841 2845  2849  2850  2851  2852  2855 2867  2880  2881  2882
1 8.14 7.95 10.15 7.97 13.26 23.88 12.98 12.06 10.34 13.3 13.84 47.15 44.01
  2883  2884  2885  2886  2887 2888 2889 2890 2891  2892 2897  2901  2903
1  7.2 15.07 11.08 20.63 10.05 7.33 7.15 7.91   16 15.01   NA 24.52 14.47
   2904  2905 2906  2908  2910  2911   2912  2913  2915  2923  2929  2936 2939
1 21.58 18.54 9.69 18.08 38.32 10.68 209.04 13.29 76.27 20.02 83.93 41.59   NA
  3002  3003  3004  3005  3006    3008  3010 3011  3013  3014  3015  3016 3017
1 9.92 35.89 46.03 34.42 30.24 3690.64 40.99 7.46 16.99 25.82 20.99 18.93 23.1
   3018  3019  3021  3022  3023 3024  3025 3026 3027  3028  3029 3030  3031
1 16.36 29.78 11.23 45.19 63.04 7.05 11.44 39.5 12.2 14.55 15.83 33.9 11.47
   3032  3033  3034  3035  3036 3037 3038  3040  3041  3042 3043  3044  3045
1 33.91 14.43 95.74 28.74 37.76 11.8    9 28.94 15.75 35.53 2.18 65.45 94.33
   3046 3047  3048 3049 3050 3051 3052 3054  3055  3056 3057  3058  3059  3060
1 16.13 10.1 15.26 9.02 10.1 4.62 7.28 24.6 15.95 15.09 15.6 10.13 21.87 32.95
   3062  3090  3094   3130 3149 3164  3167  3189 3209  3229  3231  3257 3266
1 18.23 20.63 19.62 123.57 20.5 23.3 24.01 66.55 19.9 11.45 21.54 33.64 11.5
   3296  3305 3308 3311 3312 3321  3338  3346  3356  3376  3380 3383   3406
1 11.83 27.97 7.85 15.1 9.34 13.6 30.43 53.81 40.73 77.53 18.24 2.56 108.68
  3413  3416  3419  3432  3437  3443 3450  3454 3481 3494  3501 3504  3515
1   74 50.26 16.78 11.03 21.79 74.81 92.1 71.75 11.2 12.5 44.81   26 34.28
   3518  3528 3530   3532  3533 3535  3536 3545  3550  3557  3563  3576 3579
1 21.16 24.37   NA 119.75 90.33 17.4 17.38 34.5 12.83 10.96 57.72 15.15 10.8
   3583  3588  3591  3593  3596  3605  3607  3617  3622  3645  3653  3661
1 55.48 33.21 13.35 12.15 51.37 24.44 30.66 89.29 12.04 30.38 45.35 30.46
    3665  3669  3673  3679 3682 3686 3694  3698  3701  3702 3703  3704  3705
1 157.18 18.86 54.96 71.46 10.4 7.22 14.1 13.25 13.88 35.91 9.64 14.29 42.04
   3706  3708 3711 3712  4104  4106 4108  4119  4133 4137  4141 4142  4144
1 24.17 71.33   NA   NA 40.98 32.09 30.8 68.99 34.27  139 31.87 21.4 47.01
  4148 4155  4164  4190  4306 4414 4426   4438  4526  4532  4536 4540  4545
1   NA   NA 41.94 78.14 11.55 17.4 80.1 135.38 20.84 28.56 91.51   NA 38.97
   4551  4552 4555  4557 4560 4562 4566  4720  4722  4725  4737  4739  4746
1 121.4 94.57 56.5 64.52   NA   NA   NA 14.07 28.57 23.95 48.81 38.06 90.71
   4755   4763 4764 4766 4807  4904  4906  4912  4915  4916  4919  4927  4930
1 27.92 111.18   NA   NA   NA 65.01 21.89 75.42 39.69 28.11 35.45 27.89 12.81
   4934  4935  4938  4942  4943  4952  4956  4958  4960 4961  4968  4976  4977
1 14.45 62.57 70.17 23.62 52.66 31.84 21.57 58.83 13.75   NA 51.03 23.14 78.42
  4989 4994  4999  5007  5203  5215  5225  5234  5243  5258 5259  5264   5269
1   NA 69.2 46.98 49.48 70.09 24.58 29.37 29.71 35.45 35.94 9.38 77.32 254.36
   5284  5285  5288  5305 5388  5434  5469  5471 5484 5515 5519 5521  5522
1 51.81 32.27 73.98 22.01   70 76.33 16.62 28.94 6.55 7.85 9.77 9.18 31.03
   5525 5531 5533  5534  5538  5607  5608  5706  5871 5876  5880 5906 5907
1 13.65 9.25 14.5 54.55 25.14 14.13 13.43 29.83 50.22   NA 12.13   12   20
  6005  6024 6108  6112  6115 6116  6117  6120  6128  6131 6133  6136  6139
1 8.35 29.86 24.9 21.12 38.15 7.18 12.31 12.31 36.62 12.99 8.69 20.31 33.49
  6141 6142 6152  6153  6155  6164 6165  6166  6168  6172  6176  6177  6183
1   10 5.82 9.97 17.23 17.37 13.36 15.7 58.16 10.51 11.45 48.43 15.38 23.65
   6184  6189  6191  6192  6196  6197  6201  6202  6205  6206 6209  6213  6214
1 30.31 26.55 11.58 52.12 26.07 30.23 26.37 44.27 26.55 85.63 20.1 30.32 49.89
   6215  6216  6224 6225 6226   6230  6235  6239  6243 6251 6257  6269  6271
1 11.44 25.67 51.99 3.68 6.58 118.88 18.58 78.96 14.15 8.87   21 75.37 97.78
   6277  6278  6281  6282  6283  6285 6288 6289 6405   6409  6412   6414
1 70.44 24.12 55.36 21.47 26.11 75.99   NA 1.91 15.7 412.93 44.02 401.54
    6415 6416 6431  6442  6443  6449 6451   6452 6456   6464  6477   6504
1 454.51   NA 8.14 41.87 10.24 27.57 94.9 350.26 85.4 112.22 17.53 142.64
   6505  6525  6531 6533 6541 6552 6558 6573 6579 6581 6582 6591  6605 6625
1 98.59 43.18 66.35   NA   NA   NA   NA   NA   NA   NA   NA   NA 79.75   NA
  6641 6655 6666 6668 6670 6671 6674  8011  8016  8021 8028  8033 8039  8046
1   NA   NA   NA   NA   NA   NA   NA 20.33 90.95 19.51   NA 10.05 31.3 23.39
    8070  8072  8081  8101  8103  8105  8110  8112   8114  8131  8150 8163
1 112.42 23.81 60.67 10.28 25.43 15.74 10.87 21.86 153.61 20.28 25.71 19.1
  8201 8210  8213  8215  8222  8249 8261 8271   8341 8367  8374  8404  8411
1 8.19   45 27.13 14.35 23.08 18.22 20.9   29 109.58   NA 19.44 30.89 29.95
    8422  8427  8429  8442  8443   8454  8462  8463   8464   8466  8467  8473
1 144.04 60.29 32.83 46.18 16.86 180.97 55.68 15.65 300.02 102.93 29.99 47.26
  8478 8480 8481 8482  8488 8497 8499  8926 8940  8996  9802 9902  9904  9905
1   NA   NA   NA   NA 39.14   NA   NA 20.14 14.6 51.21 57.57 9.52 36.75 21.41
   9906  9907  9908   9910  9911 9912   9914  9917  9918  9919  9921  9924
1 17.41 12.94 22.52 114.35 28.81 7.73 139.17 80.63 29.57 10.26 171.8 37.16
   9925 9926  9927 9928 9929  9930  9931  9933  9934 9935  9937  9938 9939
1 35.87 38.2 29.74 8.35   11 44.99 29.19 43.46 14.58 9.13 35.96 89.14 48.5
   9940  9941  9942  9943  9944  9945 9946 9955 9958
1 25.21 70.22 75.24 44.06 20.28 42.71 9.12 15.9 9.21
 [ reached 'max' / getOption("max.print") -- omitted 5 rows ]
> library(dplyr)
> midterm.2 <- midterm.1
> midterm.2 <- select(midterm.1,id, date, price)
> midterm.2$id <- as.character(midterm.2$id)
> midterm.2$date <- as.Date(as.character(midterm.2$date), format = "%Y%m%d")
> p_load(reshape2)
> midterm.3 <- dcast(midterm.2, date~id)
Using price as value column: use value.var to override.
> head(midterm.3)
        date  1101  1102 1103 1104 1108  1109  1110  1201  1203  1210 1213
1 2017-01-03 29.64 24.95 8.27 21.5 8.57 10.11 15.54 17.65 20.83 24.73 16.8
   1215  1216 1217  1218  1219 1220  1225  1227  1229  1231  1232  1233  1234
1 42.14 47.81 7.33 14.19 15.13 9.83 46.42 69.38 17.28 26.72 75.77 33.08 28.77
   1235  1236   1256   1262  1301  1303  1304  1305  1307  1308  1309  1310
1 20.31 17.87 112.48 131.07 81.28 63.17 14.66 20.28 31.29 16.63 10.45 16.71
   1312  1313  1314  1315  1316  1319 1321  1323  1324  1325  1326  1337  1338
1 19.18 10.43 10.05 23.08 13.55 57.95 24.6 30.53 12.41 19.84 86.58 17.31 85.75
   1339  1340 1341  1402 1409  1410 1413 1414 1416 1417  1418  1419 1423  1432
1 35.91 44.08   NA 22.69 8.51 21.56 5.55 5.65 22.5 5.16 17.68 36.48 6.78 16.35
   1434 1435  1436  1437 1438  1439  1440 1441  1442 1443 1444 1445 1446 1447
1 26.65  4.2 34.07 14.98 4.22 15.45 11.64 9.06 14.01 4.47 7.84  8.5 17.6  8.1
  1449  1451  1452 1453 1454 1455 1456 1457 1459  1460  1463  1464 1465 1466
1  4.1 34.01 18.02 7.97 7.96 8.69  8.5 9.34  8.4 15.66 16.39 20.66 11.7 13.5
  1467 1468  1470 1471  1472  1473  1474  1475   1476   1477  1503  1504  1506
1 10.3 9.98 18.02  6.2 20.55 27.66 10.32 25.41 312.98 116.53 38.03 25.88 14.55
  1507 1512  1513 1514 1515 1516  1517  1519  1521  1522  1524   1525  1526
1 40.8    6 17.61 8.99 14.2 15.1 10.03 16.67 71.81 31.85 10.23 106.57 13.14
   1527 1528  1529  1530  1531  1532  1533  1535   1536   1537 1538  1539
1 86.69 9.06 32.72 26.94 14.77 28.48 42.21 43.82 118.75 139.13 8.62 25.49
   1540  1541   1558  1560  1568  1582  1583 1587  1589   1590  1592  1598
1 11.42 47.19 138.76 58.18 30.97 68.03 52.33   NA 97.33 237.72 49.05 37.34
   1603  1604  1605 1608 1609 1611 1612  1614 1615 1616 1617 1618  1626  1701
1 21.65 17.79 10.57 7.73 5.33 6.82 8.17 22.51 9.12 5.09 6.99 7.79 24.96 17.09
   1702   1707  1708  1709  1710  1711  1712  1713 1714  1717 1718  1720  1721
1 55.96 158.27 24.47 13.94 22.72 19.17 13.64 13.97 7.81 27.75 8.05 29.94 13.99
   1722   1723 1724  1725  1726  1727  1730  1731  1732  1733  1734  1735
1 36.35 112.81   15 12.57 72.87 11.94 34.56 12.59 13.55 37.55 23.77 11.58
   1736  1737 1760  1762  1773  1776  1783 1786  1789  1802 1805 1806 1808
1 44.26 26.64   NA 26.05 48.73 18.55 23.58 54.2 36.36 12.86 5.65 7.04   27
   1809 1810  1817 1902 1903  1904 1905  1906 1907  1909  2002  2006 2007
1 11.79 8.98 32.93 11.1 32.5 12.28 8.46 15.46 9.22 15.28 22.79 18.89 5.35
   2008 2009  2010  2012  2013 2014  2015 2017  2020 2022 2023 2024 2025  2027
1 10.55 7.34 10.48 12.15 20.91 9.45 39.84 7.55 11.66 6.74 9.73 7.27 2.81 15.59
  2028  2029 2030  2031 2032 2033  2034 2038   2049   2059  2062  2069  2101
1 4.15 29.85 9.56 19.12 9.88 8.61 23.53 6.58 137.54 398.66 38.96 19.35 27.32
   2102  2103  2104  2105  2106  2107  2108  2109  2114  2115  2201 2204  2206
1 12.81 31.84 22.66 56.27 44.61 15.62 18.33 10.66 68.58 47.85 25.58 23.2 18.67
   2207  2208   2227   2228   2231  2236   2239 2243  2301 2302  2303 2305
1 337.5 32.16 168.16 153.22 198.71 51.25 177.08   NA 41.84 6.55 10.56 8.05
    2308  2312  2313  2314  2316  2317 2321 2323 2324  2327  2328  2329   2330
1 146.72 11.26 14.64 24.61 19.58 96.08 5.34 3.51 16.5 66.13 23.56 16.34 170.87
   2331  2332 2337 2338  2340 2342 2344  2345 2347  2348 2349  2351  2352
1 14.92 10.56 8.89 8.65 14.07 13.7 9.05 47.48 29.8 17.02 6.99 38.54 13.71
   2353 2354  2355 2356   2357  2358  2359  2360  2362 2363 2364 2365 2367
1 12.31 78.4 54.56 19.4 237.04 15.28 13.87 71.63 26.32  6.5 2.49  8.8 8.84
   2368  2369 2371  2373  2374 2375  2376  2377  2379 2380  2382  2383  2385
1 10.45 10.99 9.61 64.45 15.33 15.7 37.52 66.87 93.99  6.7 53.78 81.89 65.72
   2387  2388  2390 2392  2393   2395  2397 2399  2401  2402 2404 2405  2406
1 18.25 10.05 16.87 33.4 39.95 215.96 45.31 7.82 10.44 16.05 50.1 8.16 24.55
   2408  2409  2412  2413  2414  2415  2417  2419  2420  2421  2423 2424  2425
1 44.08 10.23 93.66 11.85 15.09 24.64 10.96 18.63 30.37 24.36 17.19   21 19.83
   2426 2427  2428  2429  2430  2431  2433 2434  2436 2438   2439 2440  2441
1 11.33 6.87 59.07 22.62 24.87 13.64 34.42 8.72 23.89   10 105.85 8.87 34.63
  2442 2443  2444  2448  2449  2450  2451 2453   2454  2455  2456  2457  2458
1 6.78 6.16 11.11 22.56 23.23 46.16 74.82 9.72 202.81 45.33 88.56 12.81 42.58
   2459  2460  2461  2462  2464 2465  2466  2467 2468 2471  2472   2474 2475
1 31.01 10.25 17.72 20.35 34.91   16 35.15 19.39 9.74 12.6 35.36 211.49 1.29
   2476  2477  2478  2480  2481  2482  2483  2484  2485 2486 2488  2489 2491
1 22.69 18.47 18.51 28.29 15.75 12.69 15.06 16.48 31.49 8.98 37.4 20.41 7.56
   2492  2493  2495  2496  2497 2498 2499  2501 2504  2505  2506  2509 2511
1 35.46 23.23 14.93 87.92 32.08 79.2   13 15.49  6.4 11.53 11.14 14.38 8.99
   2514 2515 2516  2520  2524  2527 2528  2530  2534  2535  2536 2537 2538
1 15.71 5.85 6.79 18.07 19.41 17.76 5.83 12.74 14.07 16.58 22.02 8.77 8.24
   2539 2540 2542 2543  2545  2546 2547 2548  2597 2601  2603  2605  2606
1 19.52   24 37.7 8.94 33.65 14.52 9.25 51.8 31.79 6.79 10.66 18.17 23.63
   2607  2608  2609 2610 2611  2612  2613 2614  2615  2616  2617 2618 2630
1 12.25 41.04 10.32 9.07 6.97 25.82 12.05 7.58 15.85 24.28 11.96   13   NA
   2633  2634  2636  2637  2642  2701  2702 2704 2705  2706   2707  2712  2722
1 17.87 34.85 19.88 27.02 23.63 11.98 15.28 22.2 8.16 14.24 153.13 25.58 36.67
    2723   2727  2731  2739  2748  2801 2809 2812  2816  2820  2823  2832 2834
1 195.04 122.91 76.12 28.96 44.83 14.93 25.6 7.98 14.41 11.69 26.28 17.45 7.32
  2836 2838  2841 2845  2849  2850  2851  2852  2855 2867  2880  2881  2882
1 8.14 7.95 10.15 7.97 13.26 23.88 12.98 12.06 10.34 13.3 13.84 47.15 44.01
  2883  2884  2885  2886  2887 2888 2889 2890 2891  2892 2897  2901  2903
1  7.2 15.07 11.08 20.63 10.05 7.33 7.15 7.91   16 15.01   NA 24.52 14.47
   2904  2905 2906  2908  2910  2911   2912  2913  2915  2923  2929  2936 2939
1 21.58 18.54 9.69 18.08 38.32 10.68 209.04 13.29 76.27 20.02 83.93 41.59   NA
  3002  3003  3004  3005  3006    3008  3010 3011  3013  3014  3015  3016 3017
1 9.92 35.89 46.03 34.42 30.24 3690.64 40.99 7.46 16.99 25.82 20.99 18.93 23.1
   3018  3019  3021  3022  3023 3024  3025 3026 3027  3028  3029 3030  3031
1 16.36 29.78 11.23 45.19 63.04 7.05 11.44 39.5 12.2 14.55 15.83 33.9 11.47
   3032  3033  3034  3035  3036 3037 3038  3040  3041  3042 3043  3044  3045
1 33.91 14.43 95.74 28.74 37.76 11.8    9 28.94 15.75 35.53 2.18 65.45 94.33
   3046 3047  3048 3049 3050 3051 3052 3054  3055  3056 3057  3058  3059  3060
1 16.13 10.1 15.26 9.02 10.1 4.62 7.28 24.6 15.95 15.09 15.6 10.13 21.87 32.95
   3062  3090  3094   3130 3149 3164  3167  3189 3209  3229  3231  3257 3266
1 18.23 20.63 19.62 123.57 20.5 23.3 24.01 66.55 19.9 11.45 21.54 33.64 11.5
   3296  3305 3308 3311 3312 3321  3338  3346  3356  3376  3380 3383   3406
1 11.83 27.97 7.85 15.1 9.34 13.6 30.43 53.81 40.73 77.53 18.24 2.56 108.68
  3413  3416  3419  3432  3437  3443 3450  3454 3481 3494  3501 3504  3515
1   74 50.26 16.78 11.03 21.79 74.81 92.1 71.75 11.2 12.5 44.81   26 34.28
   3518  3528 3530   3532  3533 3535  3536 3545  3550  3557  3563  3576 3579
1 21.16 24.37   NA 119.75 90.33 17.4 17.38 34.5 12.83 10.96 57.72 15.15 10.8
   3583  3588  3591  3593  3596  3605  3607  3617  3622  3645  3653  3661
1 55.48 33.21 13.35 12.15 51.37 24.44 30.66 89.29 12.04 30.38 45.35 30.46
    3665  3669  3673  3679 3682 3686 3694  3698  3701  3702 3703  3704  3705
1 157.18 18.86 54.96 71.46 10.4 7.22 14.1 13.25 13.88 35.91 9.64 14.29 42.04
   3706  3708 3711 3712  4104  4106 4108  4119  4133 4137  4141 4142  4144
1 24.17 71.33   NA   NA 40.98 32.09 30.8 68.99 34.27  139 31.87 21.4 47.01
  4148 4155  4164  4190  4306 4414 4426   4438  4526  4532  4536 4540  4545
1   NA   NA 41.94 78.14 11.55 17.4 80.1 135.38 20.84 28.56 91.51   NA 38.97
   4551  4552 4555  4557 4560 4562 4566  4720  4722  4725  4737  4739  4746
1 121.4 94.57 56.5 64.52   NA   NA   NA 14.07 28.57 23.95 48.81 38.06 90.71
   4755   4763 4764 4766 4807  4904  4906  4912  4915  4916  4919  4927  4930
1 27.92 111.18   NA   NA   NA 65.01 21.89 75.42 39.69 28.11 35.45 27.89 12.81
   4934  4935  4938  4942  4943  4952  4956  4958  4960 4961  4968  4976  4977
1 14.45 62.57 70.17 23.62 52.66 31.84 21.57 58.83 13.75   NA 51.03 23.14 78.42
  4989 4994  4999  5007  5203  5215  5225  5234  5243  5258 5259  5264   5269
1   NA 69.2 46.98 49.48 70.09 24.58 29.37 29.71 35.45 35.94 9.38 77.32 254.36
   5284  5285  5288  5305 5388  5434  5469  5471 5484 5515 5519 5521  5522
1 51.81 32.27 73.98 22.01   70 76.33 16.62 28.94 6.55 7.85 9.77 9.18 31.03
   5525 5531 5533  5534  5538  5607  5608  5706  5871 5876  5880 5906 5907
1 13.65 9.25 14.5 54.55 25.14 14.13 13.43 29.83 50.22   NA 12.13   12   20
  6005  6024 6108  6112  6115 6116  6117  6120  6128  6131 6133  6136  6139
1 8.35 29.86 24.9 21.12 38.15 7.18 12.31 12.31 36.62 12.99 8.69 20.31 33.49
  6141 6142 6152  6153  6155  6164 6165  6166  6168  6172  6176  6177  6183
1   10 5.82 9.97 17.23 17.37 13.36 15.7 58.16 10.51 11.45 48.43 15.38 23.65
   6184  6189  6191  6192  6196  6197  6201  6202  6205  6206 6209  6213  6214
1 30.31 26.55 11.58 52.12 26.07 30.23 26.37 44.27 26.55 85.63 20.1 30.32 49.89
   6215  6216  6224 6225 6226   6230  6235  6239  6243 6251 6257  6269  6271
1 11.44 25.67 51.99 3.68 6.58 118.88 18.58 78.96 14.15 8.87   21 75.37 97.78
   6277  6278  6281  6282  6283  6285 6288 6289 6405   6409  6412   6414
1 70.44 24.12 55.36 21.47 26.11 75.99   NA 1.91 15.7 412.93 44.02 401.54
    6415 6416 6431  6442  6443  6449 6451   6452 6456   6464  6477   6504
1 454.51   NA 8.14 41.87 10.24 27.57 94.9 350.26 85.4 112.22 17.53 142.64
   6505  6525  6531 6533 6541 6552 6558 6573 6579 6581 6582 6591  6605 6625
1 98.59 43.18 66.35   NA   NA   NA   NA   NA   NA   NA   NA   NA 79.75   NA
  6641 6655 6666 6668 6670 6671 6674  8011  8016  8021 8028  8033 8039  8046
1   NA   NA   NA   NA   NA   NA   NA 20.33 90.95 19.51   NA 10.05 31.3 23.39
    8070  8072  8081  8101  8103  8105  8110  8112   8114  8131  8150 8163
1 112.42 23.81 60.67 10.28 25.43 15.74 10.87 21.86 153.61 20.28 25.71 19.1
  8201 8210  8213  8215  8222  8249 8261 8271   8341 8367  8374  8404  8411
1 8.19   45 27.13 14.35 23.08 18.22 20.9   29 109.58   NA 19.44 30.89 29.95
    8422  8427  8429  8442  8443   8454  8462  8463   8464   8466  8467  8473
1 144.04 60.29 32.83 46.18 16.86 180.97 55.68 15.65 300.02 102.93 29.99 47.26
  8478 8480 8481 8482  8488 8497 8499  8926 8940  8996  9802 9902  9904  9905
1   NA   NA   NA   NA 39.14   NA   NA 20.14 14.6 51.21 57.57 9.52 36.75 21.41
   9906  9907  9908   9910  9911 9912   9914  9917  9918  9919  9921  9924
1 17.41 12.94 22.52 114.35 28.81 7.73 139.17 80.63 29.57 10.26 171.8 37.16
   9925 9926  9927 9928 9929  9930  9931  9933  9934 9935  9937  9938 9939
1 35.87 38.2 29.74 8.35   11 44.99 29.19 43.46 14.58 9.13 35.96 89.14 48.5
   9940  9941  9942  9943  9944  9945 9946 9955 9958
1 25.21 70.22 75.24 44.06 20.28 42.71 9.12 15.9 9.21
 [ reached 'max' / getOption("max.print") -- omitted 5 rows ]

Question 4

Show the stock ids with `NA` values and compute the number of `NA` for each stock

Solution for finding stock ids with “NA” values

apply(is.na(midterm.2), 2, sum)

Result of determining NA values

 date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1218 1219 1220 1225 1227 1229 1231 1232 1233 1234 1235 1236 1256 1262 1301 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1303 1304 1305 1307 1308 1309 1310 1312 1313 1314 1315 1316 1319 1321 1323 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1324 1325 1326 1337 1338 1339 1340 1341 1402 1409 1410 1413 1414 1416 1417 
   0    0    0    0    0    0    0  488    0    0    0    0    0    0    0 
1418 1419 1423 1432 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1445 1446 1447 1449 1451 1452 1453 1454 1455 1456 1457 1459 1460 1463 1464 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1465 1466 1467 1468 1470 1471 1472 1473 1474 1475 1476 1477 1503 1504 1506 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1507 1512 1513 1514 1515 1516 1517 1519 1521 1522 1524 1525 1526 1527 1528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1529 1530 1531 1532 1533 1535 1536 1537 1538 1539 1540 1541 1558 1560 1568 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1582 1583 1587 1589 1590 1592 1598 1603 1604 1605 1608 1609 1611 1612 1614 
   0    0  311    0    0    0    0    0    0    0    0    0    0    0    0 
1615 1616 1617 1618 1626 1701 1702 1707 1708 1709 1710 1711 1712 1713 1714 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1717 1718 1720 1721 1722 1723 1724 1725 1726 1727 1730 1731 1732 1733 1734 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1735 1736 1737 1760 1762 1773 1776 1783 1786 1789 1802 1805 1806 1808 1809 
   0    0    0  261    0    0    0    0    0    0    0    0    0    0    0 
1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 2009 2010 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2012 2013 2014 2015 2017 2020 2022 2023 2024 2025 2027 2028 2029 2030 2031 
   0    0    0    0    0    0    0    0    0   77    0    0    0    0    0 
2032 2033 2034 2038 2049 2059 2062 2069 2101 2102 2103 2104 2105 2106 2107 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2108 2109 2114 2115 2201 2204 2206 2207 2208 2227 2228 2231 2236 2239 2243 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0  180 
2301 2302 2303 2305 2308 2312 2313 2314 2316 2317 2321 2323 2324 2327 2328 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2329 2330 2331 2332 2337 2338 2340 2342 2344 2345 2347 2348 2349 2351 2352 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2353 2354 2355 2356 2357 2358 2359 2360 2362 2363 2364 2365 2367 2368 2369 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2371 2373 2374 2375 2376 2377 2379 2380 2382 2383 2385 2387 2388 2390 2392 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2393 2395 2397 2399 2401 2402 2404 2405 2406 2408 2409 2412 2413 2414 2415 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2417 2419 2420 2421 2423 2424 2425 2426 2427 2428 2429 2430 2431 2433 2434 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2436 2438 2439 2440 2441 2442 2443 2444 2448 2449 2450 2451 2453 2454 2455 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2456 2457 2458 2459 2460 2461 2462 2464 2465 2466 2467 2468 2471 2472 2474 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2475 2476 2477 2478 2480 2481 2482 2483 2484 2485 2486 2488 2489 2491 2492 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2493 2495 2496 2497 2498 2499 2501 2504 2505 2506 2509 2511 2514 2515 2516 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2520 2524 2527 2528 2530 2534 2535 2536 2537 2538 2539 2540 2542 2543 2545 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2546 2547 2548 2597 2601 2603 2605 2606 2607 2608 2609 2610 2611 2612 2613 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2614 2615 2616 2617 2618 2630 2633 2634 2636 2637 2642 2701 2702 2704 2705 
   0    0    0    0    0  277    0    0    0    0    0    0    0    0    0 
2706 2707 2712 2722 2723 2727 2731 2739 2748 2801 2809 2812 2816 2820 2823 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2832 2834 2836 2838 2841 2845 2849 2850 2851 2852 2855 2867 2880 2881 2882 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2897 2901 2903 2904 2905 
   0    0    0    0    0    0    0    0    0    0   78    0    0    0    0 
2906 2908 2910 2911 2912 2913 2915 2923 2929 2936 2939 3002 3003 3004 3005 
   0    0    0    0    0    0    0    0    0    0  253    0    0    0    0 
3006 3008 3010 3011 3013 3014 3015 3016 3017 3018 3019 3021 3022 3023 3024 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3040 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3054 3055 3056 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3057 3058 3059 3060 3062 3090 3094 3130 3149 3164 3167 3189 3209 3229 3231 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3257 3266 3296 3305 3308 3311 3312 3321 3338 3346 3356 3376 3380 3383 3406 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3413 3416 3419 3432 3437 3443 3450 3454 3481 3494 3501 3504 3515 3518 3528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3530 3532 3533 3535 3536 3545 3550 3557 3563 3576 3579 3583 3588 3591 3593 
 374    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3596 3605 3607 3617 3622 3645 3653 3661 3665 3669 3673 3679 3682 3686 3694 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3698 3701 3702 3703 3704 3705 3706 3708 3711 3712 4104 4106 4108 4119 4133 
   0    0    0    0    0    0    0    0  321  428    0    0    0    0    0 
4137 4141 4142 4144 4148 4155 4164 4190 4306 4414 4426 4438 4526 4532 4536 
   0    0    0    0  101  227    0    0    0    0    0    0    0    0    0 
4540 4545 4551 4552 4555 4557 4560 4562 4566 4720 4722 4725 4737 4739 4746 
 396    0    0    0    0    0   93  153  270    0    0    0    0    0    0 
4755 4763 4764 4766 4807 4904 4906 4912 4915 4916 4919 4927 4930 4934 4935 
   0    0  248  469  113    0    0    0    0    0    0    0    0    0    0 
4938 4942 4943 4952 4956 4958 4960 4961 4968 4976 4977 4989 4994 4999 5007 
   0    0    0    0    0    0    0  439    0    0    0  362    0    0    0 
5203 5215 5225 5234 5243 5258 5259 5264 5269 5284 5285 5288 5305 5388 5434 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
5469 5471 5484 5515 5519 5521 5522 5525 5531 5533 5534 5538 5607 5608 5706 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
5871 5876 5880 5906 5907 6005 6024 6108 6112 6115 6116 6117 6120 6128 6131 
   0  441    0    0    0    0    0    0    0    0    0    0    0    0  159 
6133 6136 6139 6141 6142 6152 6153 6155 6164 6165 6166 6168 6172 6176 6177 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6183 6184 6189 6191 6192 6196 6197 6201 6202 6205 6206 6209 6213 6214 6215 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6216 6224 6225 6226 6230 6235 6239 6243 6251 6257 6269 6271 6277 6278 6281 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6282 6283 6285 6288 6289 6405 6409 6412 6414 6415 6416 6431 6442 6443 6449 
   0    0    0  327    0    0    0    0    0    0  311    0    0    0    0 
6451 6452 6456 6464 6477 6504 6505 6525 6531 6533 6541 6552 6558 6573 6579 
   0    0    0    0    0    0    0    0    0   43  199    5  474  179  153 
6581 6582 6591 6605 6625 6641 6655 6666 6668 6670 6671 6674 8011 8016 8021 
 266  105  244    0  272  423  469  462  479  483  478  469    0    0    0 
8028 8033 8039 8046 8070 8072 8081 8101 8103 8105 8110 8112 8114 8131 8150 
 370    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8163 8201 8210 8213 8215 8222 8249 8261 8271 8341 8367 8374 8404 8411 8422 
   0    0    0    0    0    0    0    0    0    0  416    0    0    0    0 
8427 8429 8442 8443 8454 8462 8463 8464 8466 8467 8473 8478 8480 8481 8482 
   0    0    0    0    0    0    0    0    0    0    0  231   10   33  396 
8488 8497 8499 8926 8940 8996 9802 9902 9904 9905 9906 9907 9908 9910 9911 
   0  297  220    0    0    0    0    0    0    0    0    0    0    0    0 
9912 9914 9917 9918 9919 9921 9924 9925 9926 9927 9928 9929 9930 9931 9933 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
9934 9935 9937 9938 9939 9940 9941 9942 9943 9944 9945 9946 9955 9958 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0 

library("dplyr")
midterm.4<- filter(midterm.3, rowSums(is.na(midterm.3)) != ncol(midterm.3))
nrow(midterm.4)
ncol(midterm.4)
head(midterm.4)
str(midterm.4)
sum(is.na(midterm.4))
head(midterm.4)

nrow(midterm.4)
[1] 493
> ncol(midterm.4)
[1] 929

   date  1101  1102 1103 1104 1108  1109  1110  1201  1203  1210 1213
1 2017-01-03 29.64 24.95 8.27 21.5 8.57 10.11 15.54 17.65 20.83 24.73 16.8
   1215  1216 1217  1218  1219 1220  1225  1227  1229  1231  1232  1233  1234
1 42.14 47.81 7.33 14.19 15.13 9.83 46.42 69.38 17.28 26.72 75.77 33.08 28.77
   1235  1236   1256   1262  1301  1303  1304  1305  1307  1308  1309  1310
1 20.31 17.87 112.48 131.07 81.28 63.17 14.66 20.28 31.29 16.63 10.45 16.71
   1312  1313  1314  1315  1316  1319 1321  1323  1324  1325  1326  1337  1338
1 19.18 10.43 10.05 23.08 13.55 57.95 24.6 30.53 12.41 19.84 86.58 17.31 85.75
   1339  1340 1341  1402 1409  1410 1413 1414 1416 1417  1418  1419 1423  1432
1 35.91 44.08   NA 22.69 8.51 21.56 5.55 5.65 22.5 5.16 17.68 36.48 6.78 16.35
   1434 1435  1436  1437 1438  1439  1440 1441  1442 1443 1444 1445 1446 1447
1 26.65  4.2 34.07 14.98 4.22 15.45 11.64 9.06 14.01 4.47 7.84  8.5 17.6  8.1
  1449  1451  1452 1453 1454 1455 1456 1457 1459  1460  1463  1464 1465 1466
1  4.1 34.01 18.02 7.97 7.96 8.69  8.5 9.34  8.4 15.66 16.39 20.66 11.7 13.5
  1467 1468  1470 1471  1472  1473  1474  1475   1476   1477  1503  1504  1506
1 10.3 9.98 18.02  6.2 20.55 27.66 10.32 25.41 312.98 116.53 38.03 25.88 14.55
  1507 1512  1513 1514 1515 1516  1517  1519  1521  1522  1524   1525  1526
1 40.8    6 17.61 8.99 14.2 15.1 10.03 16.67 71.81 31.85 10.23 106.57 13.14
   1527 1528  1529  1530  1531  1532  1533  1535   1536   1537 1538  1539
1 86.69 9.06 32.72 26.94 14.77 28.48 42.21 43.82 118.75 139.13 8.62 25.49
   1540  1541   1558  1560  1568  1582  1583 1587  1589   1590  1592  1598
1 11.42 47.19 138.76 58.18 30.97 68.03 52.33   NA 97.33 237.72 49.05 37.34
   1603  1604  1605 1608 1609 1611 1612  1614 1615 1616 1617 1618  1626  1701
1 21.65 17.79 10.57 7.73 5.33 6.82 8.17 22.51 9.12 5.09 6.99 7.79 24.96 17.09
   1702   1707  1708  1709  1710  1711  1712  1713 1714  1717 1718  1720  1721
1 55.96 158.27 24.47 13.94 22.72 19.17 13.64 13.97 7.81 27.75 8.05 29.94 13.99
   1722   1723 1724  1725  1726  1727  1730  1731  1732  1733  1734  1735
1 36.35 112.81   15 12.57 72.87 11.94 34.56 12.59 13.55 37.55 23.77 11.58
   1736  1737 1760  1762  1773  1776  1783 1786  1789  1802 1805 1806 1808
1 44.26 26.64   NA 26.05 48.73 18.55 23.58 54.2 36.36 12.86 5.65 7.04   27
   1809 1810  1817 1902 1903  1904 1905  1906 1907  1909  2002  2006 2007
1 11.79 8.98 32.93 11.1 32.5 12.28 8.46 15.46 9.22 15.28 22.79 18.89 5.35
   2008 2009  2010  2012  2013 2014  2015 2017  2020 2022 2023 2024 2025  2027
1 10.55 7.34 10.48 12.15 20.91 9.45 39.84 7.55 11.66 6.74 9.73 7.27 2.81 15.59
  2028  2029 2030  2031 2032 2033  2034 2038   2049   2059  2062  2069  2101
1 4.15 29.85 9.56 19.12 9.88 8.61 23.53 6.58 137.54 398.66 38.96 19.35 27.32
   2102  2103  2104  2105  2106  2107  2108  2109  2114  2115  2201 2204  2206
1 12.81 31.84 22.66 56.27 44.61 15.62 18.33 10.66 68.58 47.85 25.58 23.2 18.67
   2207  2208   2227   2228   2231  2236   2239 2243  2301 2302  2303 2305
1 337.5 32.16 168.16 153.22 198.71 51.25 177.08   NA 41.84 6.55 10.56 8.05
    2308  2312  2313  2314  2316  2317 2321 2323 2324  2327  2328  2329   2330
1 146.72 11.26 14.64 24.61 19.58 96.08 5.34 3.51 16.5 66.13 23.56 16.34 170.87
   2331  2332 2337 2338  2340 2342 2344  2345 2347  2348 2349  2351  2352
1 14.92 10.56 8.89 8.65 14.07 13.7 9.05 47.48 29.8 17.02 6.99 38.54 13.71
   2353 2354  2355 2356   2357  2358  2359  2360  2362 2363 2364 2365 2367
1 12.31 78.4 54.56 19.4 237.04 15.28 13.87 71.63 26.32  6.5 2.49  8.8 8.84
   2368  2369 2371  2373  2374 2375  2376  2377  2379 2380  2382  2383  2385
1 10.45 10.99 9.61 64.45 15.33 15.7 37.52 66.87 93.99  6.7 53.78 81.89 65.72
   2387  2388  2390 2392  2393   2395  2397 2399  2401  2402 2404 2405  2406
1 18.25 10.05 16.87 33.4 39.95 215.96 45.31 7.82 10.44 16.05 50.1 8.16 24.55
   2408  2409  2412  2413  2414  2415  2417  2419  2420  2421  2423 2424  2425
1 44.08 10.23 93.66 11.85 15.09 24.64 10.96 18.63 30.37 24.36 17.19   21 19.83
   2426 2427  2428  2429  2430  2431  2433 2434  2436 2438   2439 2440  2441
1 11.33 6.87 59.07 22.62 24.87 13.64 34.42 8.72 23.89   10 105.85 8.87 34.63
  2442 2443  2444  2448  2449  2450  2451 2453   2454  2455  2456  2457  2458
1 6.78 6.16 11.11 22.56 23.23 46.16 74.82 9.72 202.81 45.33 88.56 12.81 42.58
   2459  2460  2461  2462  2464 2465  2466  2467 2468 2471  2472   2474 2475
1 31.01 10.25 17.72 20.35 34.91   16 35.15 19.39 9.74 12.6 35.36 211.49 1.29
   2476  2477  2478  2480  2481  2482  2483  2484  2485 2486 2488  2489 2491
1 22.69 18.47 18.51 28.29 15.75 12.69 15.06 16.48 31.49 8.98 37.4 20.41 7.56
   2492  2493  2495  2496  2497 2498 2499  2501 2504  2505  2506  2509 2511
1 35.46 23.23 14.93 87.92 32.08 79.2   13 15.49  6.4 11.53 11.14 14.38 8.99
   2514 2515 2516  2520  2524  2527 2528  2530  2534  2535  2536 2537 2538
1 15.71 5.85 6.79 18.07 19.41 17.76 5.83 12.74 14.07 16.58 22.02 8.77 8.24
   2539 2540 2542 2543  2545  2546 2547 2548  2597 2601  2603  2605  2606
1 19.52   24 37.7 8.94 33.65 14.52 9.25 51.8 31.79 6.79 10.66 18.17 23.63
   2607  2608  2609 2610 2611  2612  2613 2614  2615  2616  2617 2618 2630
1 12.25 41.04 10.32 9.07 6.97 25.82 12.05 7.58 15.85 24.28 11.96   13   NA
   2633  2634  2636  2637  2642  2701  2702 2704 2705  2706   2707  2712  2722
1 17.87 34.85 19.88 27.02 23.63 11.98 15.28 22.2 8.16 14.24 153.13 25.58 36.67
    2723   2727  2731  2739  2748  2801 2809 2812  2816  2820  2823  2832 2834
1 195.04 122.91 76.12 28.96 44.83 14.93 25.6 7.98 14.41 11.69 26.28 17.45 7.32
  2836 2838  2841 2845  2849  2850  2851  2852  2855 2867  2880  2881  2882
1 8.14 7.95 10.15 7.97 13.26 23.88 12.98 12.06 10.34 13.3 13.84 47.15 44.01
  2883  2884  2885  2886  2887 2888 2889 2890 2891  2892 2897  2901  2903
1  7.2 15.07 11.08 20.63 10.05 7.33 7.15 7.91   16 15.01   NA 24.52 14.47
   2904  2905 2906  2908  2910  2911   2912  2913  2915  2923  2929  2936 2939
1 21.58 18.54 9.69 18.08 38.32 10.68 209.04 13.29 76.27 20.02 83.93 41.59   NA
  3002  3003  3004  3005  3006    3008  3010 3011  3013  3014  3015  3016 3017
1 9.92 35.89 46.03 34.42 30.24 3690.64 40.99 7.46 16.99 25.82 20.99 18.93 23.1
   3018  3019  3021  3022  3023 3024  3025 3026 3027  3028  3029 3030  3031
1 16.36 29.78 11.23 45.19 63.04 7.05 11.44 39.5 12.2 14.55 15.83 33.9 11.47
   3032  3033  3034  3035  3036 3037 3038  3040  3041  3042 3043  3044  3045
1 33.91 14.43 95.74 28.74 37.76 11.8    9 28.94 15.75 35.53 2.18 65.45 94.33
   3046 3047  3048 3049 3050 3051 3052 3054  3055  3056 3057  3058  3059  3060
1 16.13 10.1 15.26 9.02 10.1 4.62 7.28 24.6 15.95 15.09 15.6 10.13 21.87 32.95
   3062  3090  3094   3130 3149 3164  3167  3189 3209  3229  3231  3257 3266
1 18.23 20.63 19.62 123.57 20.5 23.3 24.01 66.55 19.9 11.45 21.54 33.64 11.5
   3296  3305 3308 3311 3312 3321  3338  3346  3356  3376  3380 3383   3406
1 11.83 27.97 7.85 15.1 9.34 13.6 30.43 53.81 40.73 77.53 18.24 2.56 108.68
  3413  3416  3419  3432  3437  3443 3450  3454 3481 3494  3501 3504  3515
1   74 50.26 16.78 11.03 21.79 74.81 92.1 71.75 11.2 12.5 44.81   26 34.28
   3518  3528 3530   3532  3533 3535  3536 3545  3550  3557  3563  3576 3579
1 21.16 24.37   NA 119.75 90.33 17.4 17.38 34.5 12.83 10.96 57.72 15.15 10.8
   3583  3588  3591  3593  3596  3605  3607  3617  3622  3645  3653  3661
1 55.48 33.21 13.35 12.15 51.37 24.44 30.66 89.29 12.04 30.38 45.35 30.46
    3665  3669  3673  3679 3682 3686 3694  3698  3701  3702 3703  3704  3705
1 157.18 18.86 54.96 71.46 10.4 7.22 14.1 13.25 13.88 35.91 9.64 14.29 42.04
   3706  3708 3711 3712  4104  4106 4108  4119  4133 4137  4141 4142  4144
1 24.17 71.33   NA   NA 40.98 32.09 30.8 68.99 34.27  139 31.87 21.4 47.01
  4148 4155  4164  4190  4306 4414 4426   4438  4526  4532  4536 4540  4545
1   NA   NA 41.94 78.14 11.55 17.4 80.1 135.38 20.84 28.56 91.51   NA 38.97
   4551  4552 4555  4557 4560 4562 4566  4720  4722  4725  4737  4739  4746
1 121.4 94.57 56.5 64.52   NA   NA   NA 14.07 28.57 23.95 48.81 38.06 90.71
   4755   4763 4764 4766 4807  4904  4906  4912  4915  4916  4919  4927  4930
1 27.92 111.18   NA   NA   NA 65.01 21.89 75.42 39.69 28.11 35.45 27.89 12.81
   4934  4935  4938  4942  4943  4952  4956  4958  4960 4961  4968  4976  4977
1 14.45 62.57 70.17 23.62 52.66 31.84 21.57 58.83 13.75   NA 51.03 23.14 78.42
  4989 4994  4999  5007  5203  5215  5225  5234  5243  5258 5259  5264   5269
1   NA 69.2 46.98 49.48 70.09 24.58 29.37 29.71 35.45 35.94 9.38 77.32 254.36
   5284  5285  5288  5305 5388  5434  5469  5471 5484 5515 5519 5521  5522
1 51.81 32.27 73.98 22.01   70 76.33 16.62 28.94 6.55 7.85 9.77 9.18 31.03
   5525 5531 5533  5534  5538  5607  5608  5706  5871 5876  5880 5906 5907
1 13.65 9.25 14.5 54.55 25.14 14.13 13.43 29.83 50.22   NA 12.13   12   20
  6005  6024 6108  6112  6115 6116  6117  6120  6128  6131 6133  6136  6139
1 8.35 29.86 24.9 21.12 38.15 7.18 12.31 12.31 36.62 12.99 8.69 20.31 33.49
  6141 6142 6152  6153  6155  6164 6165  6166  6168  6172  6176  6177  6183
1   10 5.82 9.97 17.23 17.37 13.36 15.7 58.16 10.51 11.45 48.43 15.38 23.65
   6184  6189  6191  6192  6196  6197  6201  6202  6205  6206 6209  6213  6214
1 30.31 26.55 11.58 52.12 26.07 30.23 26.37 44.27 26.55 85.63 20.1 30.32 49.89
   6215  6216  6224 6225 6226   6230  6235  6239  6243 6251 6257  6269  6271
1 11.44 25.67 51.99 3.68 6.58 118.88 18.58 78.96 14.15 8.87   21 75.37 97.78
   6277  6278  6281  6282  6283  6285 6288 6289 6405   6409  6412   6414
1 70.44 24.12 55.36 21.47 26.11 75.99   NA 1.91 15.7 412.93 44.02 401.54
    6415 6416 6431  6442  6443  6449 6451   6452 6456   6464  6477   6504
1 454.51   NA 8.14 41.87 10.24 27.57 94.9 350.26 85.4 112.22 17.53 142.64
   6505  6525  6531 6533 6541 6552 6558 6573 6579 6581 6582 6591  6605 6625
1 98.59 43.18 66.35   NA   NA   NA   NA   NA   NA   NA   NA   NA 79.75   NA
  6641 6655 6666 6668 6670 6671 6674  8011  8016  8021 8028  8033 8039  8046
1   NA   NA   NA   NA   NA   NA   NA 20.33 90.95 19.51   NA 10.05 31.3 23.39
    8070  8072  8081  8101  8103  8105  8110  8112   8114  8131  8150 8163
1 112.42 23.81 60.67 10.28 25.43 15.74 10.87 21.86 153.61 20.28 25.71 19.1
  8201 8210  8213  8215  8222  8249 8261 8271   8341 8367  8374  8404  8411
1 8.19   45 27.13 14.35 23.08 18.22 20.9   29 109.58   NA 19.44 30.89 29.95
    8422  8427  8429  8442  8443   8454  8462  8463   8464   8466  8467  8473
1 144.04 60.29 32.83 46.18 16.86 180.97 55.68 15.65 300.02 102.93 29.99 47.26
  8478 8480 8481 8482  8488 8497 8499  8926 8940  8996  9802 9902  9904  9905
1   NA   NA   NA   NA 39.14   NA   NA 20.14 14.6 51.21 57.57 9.52 36.75 21.41
   9906  9907  9908   9910  9911 9912   9914  9917  9918  9919  9921  9924
1 17.41 12.94 22.52 114.35 28.81 7.73 139.17 80.63 29.57 10.26 171.8 37.16
   9925 9926  9927 9928 9929  9930  9931  9933  9934 9935  9937  9938 9939
1 35.87 38.2 29.74 8.35   11 44.99 29.19 43.46 14.58 9.13 35.96 89.14 48.5
   9940  9941  9942  9943  9944  9945 9946 9955 9958
1 25.21 70.22 75.24 44.06 20.28 42.71 9.12 15.9 9.21
 [ reached 'max' / getOption("max.print") -- omitted 5 rows ]

'data.frame':  493 obs. of  929 variables:
$ date: Date, format: "2017-01-03" "2017-01-04" ...
$ 1101: num  29.6 29.7 29.7 29.7 29.4 ...
$ 1102: num  24.9 24.8 24.9 24.9 24.8 ...
$ 1103: num  8.27 8.23 8.24 8.21 8.31 8.28 8.33 8.35 8.4 8.43 ...
$ 1104: num  21.5 21.5 21.5 21.4 21.4 ...
$ 1108: num  8.57 8.56 8.61 8.57 8.59 8.59 8.57 8.6 8.59 8.58 ...
$ 1109: num  10.1 10.1 10.1 10.1 10.1 ...
$ 1110: num  15.5 15.4 15.4 15.4 15.3 ...
$ 1201: num  17.6 17.4 17.5 17.4 17.6 ...
$ 1203: num  20.8 20.9 20.9 21.1 21.1 ...
$ 1210: num  24.7 24.7 24.6 24.4 24.1 ...
$ 1213: num  16.8 16.8 16.8 16.9 16.8 ...
$ 1215: num  42.1 43.5 43.6 43.7 43.4 ...
$ 1216: num  47.8 47.5 48.5 48.5 48.6 ...
$ 1217: num  7.33 7.34 7.34 7.38 7.35 7.34 7.4 7.49 7.43 7.42 ...
$ 1218: num  14.2 14.3 14.3 14.2 14.3 ...
$ 1219: num  15.1 15.1 15.1 15.1 14.9 ...
$ 1220: num  9.83 9.6 9.69 9.78 9.83 9.78 9.83 9.83 9.74 9.74 ...
$ 1225: num  46.4 46.3 46.5 46.3 46.4 ...
$ 1227: num  69.4 69.5 69.7 69.8 69 ...
$ 1229: num  17.3 17.3 17.4 17.3 17.3 ...
$ 1231: num  26.7 27 27.1 27 27.2 ...
$ 1232: num  75.8 76 76.1 76.3 76.3 ...
$ 1233: num  33.1 33.2 33.2 33.2 33.4 ...
$ 1234: num  28.8 28.8 28.8 28.8 28.9 ...
$ 1235: num  20.3 20.3 20.3 20.7 20.8 ...
$ 1236: num  17.9 17.9 18 18 18 ...
$ 1256: num  112 114 114 115 115 ...
$ 1262: num  131 131 133 132 129 ...
$ 1301: num  81.3 81.5 81.6 81.7 81.4 ...
$ 1303: num  63.2 63.6 65.1 65.1 65.5 ...
$ 1304: num  14.7 14.7 14.6 14.5 14.2 ...
$ 1305: num  20.3 20.8 20.6 20.6 19.7 ...
$ 1307: num  31.3 31.4 31.5 31.4 31.4 ...
$ 1308: num  16.6 16.6 16.5 16.6 16.4 ...
$ 1309: num  10.4 11.1 10.8 10.9 10.7 ...
$ 1310: num  16.7 16.8 16.9 16.8 16.6 ...
$ 1312: num  19.2 19.1 19 19.4 19.1 ...
$ 1313: num  10.4 10.5 10.5 10.6 10.3 ...
$ 1314: num  10.1 10 10.1 10.1 10.1 ...
$ 1315: num  23.1 23.2 23.2 23.1 23 ...
$ 1316: num  13.6 13.4 13.4 13.5 14 ...
$ 1319: num  58 57.6 57.7 58.4 57.2 ...
$ 1321: num  24.6 24.6 24.8 24.8 24.8 ...
$ 1323: num  30.5 31.1 31.1 30.8 30.8 ...
$ 1324: num  12.4 12.6 12.4 12.4 12.5 ...
$ 1325: num  19.8 19.9 19.9 19.9 19.9 ...
$ 1326: num  86.6 86.5 87.2 86.9 86.5 ...
$ 1337: num  17.3 17.6 17.6 17.8 17.4 ...
$ 1338: num  85.8 85.3 85.9 86.4 85.3 ...
$ 1339: num  35.9 35.9 37.1 37.1 37.5 ...
$ 1340: num  44.1 45 45.1 45 44.4 ...
$ 1341: num  NA NA NA NA NA NA NA NA NA NA ...
$ 1402: num  22.7 22.6 23 23.1 22.8 ...
$ 1409: num  8.51 8.54 8.55 8.55 8.53 8.5 8.65 8.8 8.79 8.63 ...
$ 1410: num  21.6 21.6 21.6 21.6 21.6 ...
$ 1413: num  5.55 5.58 5.6 5.65 5.65 5.64 5.5 5.57 5.57 5.45 ...
$ 1414: num  5.65 5.65 5.7 5.7 5.66 5.67 5.67 5.68 5.68 5.68 ...
$ 1416: num  22.5 22.3 22.4 22.5 22.5 ...
$ 1417: num  5.16 5.16 5.15 5.15 5.16 5.16 5.17 5.16 5.17 5.19 ...
$ 1418: num  17.7 17.6 16.9 16.9 16.9 ...
$ 1419: num  36.5 36.4 36.4 36.8 36.5 ...
$ 1423: num  6.78 6.76 6.74 6.73 6.69 6.69 6.77 6.83 6.8 6.84 ...
$ 1432: num  16.4 16.4 16.5 16.4 16.3 ...
$ 1434: num  26.6 27 27 27.2 27.1 ...
$ 1435: num  4.2 4.17 4.17 4.18 4.18 4.17 4.19 4.19 4.19 4.18 ...
$ 1436: num  34.1 34.1 34.2 34.2 34.1 ...
$ 1437: num  15 15.1 15.1 15.3 15.3 ...
$ 1438: num  4.22 4.35 4.01 4.4 4.4 4.52 4.4 4.2 4.02 4.34 ...
$ 1439: num  15.4 15.4 15.6 15.4 15.1 ...
$ 1440: num  11.6 11.5 11.7 12.1 12.1 ...
$ 1441: num  9.06 9.06 9.19 9.12 9.03 9.08 9.09 9.09 9.09 9.08 ...
$ 1442: num  14 14.1 14 14.1 14.1 ...
$ 1443: num  4.47 4.39 4.41 4.58 4.58 4.65 4.7 4.73 4.78 4.64 ...
$ 1444: num  7.84 7.85 7.86 7.87 7.81 7.84 7.9 7.93 7.91 7.87 ...
$ 1445: num  8.5 8.41 8.44 8.46 8.42 8.39 8.42 8.42 8.43 8.38 ...
$ 1446: num  17.6 17.3 17.4 17.9 17.5 ...
$ 1447: num  8.1 8.06 8.12 8.2 8.23 8.19 8.31 8.42 8.35 8.35 ...
$ 1449: num  4.1 4.17 4.07 4.1 4.05 4.06 4.09 4.13 4.14 4.12 ...
$ 1451: num  34 34.1 34.2 34.1 34.1 ...
$ 1452: num  18 18.5 18.5 18.5 18.3 ...
$ 1453: num  7.97 8.08 7.93 7.95 7.97 7.96 7.99 7.92 7.82 7.77 ...
$ 1454: num  7.96 8 7.98 7.97 7.88 7.88 7.89 7.98 7.95 7.91 ...
$ 1455: num  8.69 8.69 8.75 8.94 9 8.88 8.9 8.94 8.93 8.87 ...
$ 1456: num  8.5 8.47 8.69 8.8 8.8 ...
$ 1457: num  9.34 9.39 9.48 9.53 9.48 9.53 9.48 9.48 9.43 9.39 ...
$ 1459: num  8.4 8.42 8.49 8.44 8.46 8.31 8.36 8.35 8.31 8.17 ...
$ 1460: num  15.7 15.7 15.8 15.7 15.4 ...
$ 1463: num  16.4 16.5 16.4 16.6 16.3 ...
$ 1464: num  20.7 20.8 20.8 20.7 20.4 ...
$ 1465: num  11.7 11.6 11.7 11.6 11.7 ...
$ 1466: num  13.5 13.4 13.6 13.6 13.4 ...
$ 1467: num  10.3 10.3 10.4 10.5 10.7 ...
$ 1468: num  9.98 9.89 9.89 9.85 9.88 9.82 9.85 9.8 9.69 9.89 ...
$ 1470: num  18 18 18.4 18.4 18.4 ...
$ 1471: num  6.2 6.23 6.34 6.39 6.53 6.57 6.46 6.45 6.44 6.42 ...
$ 1472: num  20.6 20.6 20.8 20.6 20.4 ...
$ 1473: num  27.7 27.8 27.8 27.8 27.7 ...
$ 1474: num  10.3 10.3 10.2 10.2 10.2 ...
 [list output truncated]

Solution for computing NA values of each stock

Total number of NA value

sum(is.na(midterm.4))

14333

Total number of NA value for each stock

count_NA <- as.data.frame(apply(is.na(midterm.4),2,sum)) 
colnames(count_NA)="total_Number_of_NA"
count_NA <- filter(count_NA, total_Number_of_NA>0)
head(count_NA)

Result

 ID                  Total_Number_of_NA_To_Each_stock
1341                              488
1587                              311
1760                              261
2025                               77
2243                              180
2630                              277

Question 5

 Replace `NA` values with the closest available stock prices
 

Solution

install.packages("zoo")               
library("zoo")      
midterm.4 <- na.locf(midterm.3)
head(midterm.4)

Result of placing NA values

date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 1218 1219 1220 1225 1227 1229 1231 1232 1233 1234 1235 1236 1256 1262 1301 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1303 1304 1305 1307 1308 1309 1310 1312 1313 1314 1315 1316 1319 1321 1323 1324 1325 1326 1337 1338 1339 1340 1341 1402 1409 1410 1413 1414 1416 1417 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1418 1419 1423 1432 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1449 1451 1452 1453 1454 1455 1456 1457 1459 1460 1463 1464 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1465 1466 1467 1468 1470 1471 1472 1473 1474 1475 1476 1477 1503 1504 1506 1507 1512 1513 1514 1515 1516 1517 1519 1521 1522 1524 1525 1526 1527 1528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1529 1530 1531 1532 1533 1535 1536 1537 1538 1539 1540 1541 1558 1560 1568 1582 1583 1587 1589 1590 1592 1598 1603 1604 1605 1608 1609 1611 1612 1614 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1615 1616 1617 1618 1626 1701 1702 1707 1708 1709 1710 1711 1712 1713 1714 1717 1718 1720 1721 1722 1723 1724 1725 1726 1727 1730 1731 1732 1733 1734 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1735 1736 1737 1760 1762 1773 1776 1783 1786 1789 1802 1805 1806 1808 1809 1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 2009 2010 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2012 2013 2014 2015 2017 2020 2022 2023 2024 2025 2027 2028 2029 2030 2031 2032 2033 2034 2038 2049 2059 2062 2069 2101 2102 2103 2104 2105 2106 2107 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2108 2109 2114 2115 2201 2204 2206 2207 2208 2227 2228 2231 2236 2239 2243 2301 2302 2303 2305 2308 2312 2313 2314 2316 2317 2321 2323 2324 2327 2328 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2329 2330 2331 2332 2337 2338 2340 2342 2344 2345 2347 2348 2349 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2362 2363 2364 2365 2367 2368 2369 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2371 2373 2374 2375 2376 2377 2379 2380 2382 2383 2385 2387 2388 2390 2392 2393 2395 2397 2399 2401 2402 2404 2405 2406 2408 2409 2412 2413 2414 2415 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2417 2419 2420 2421 2423 2424 2425 2426 2427 2428 2429 2430 2431 2433 2434 2436 2438 2439 2440 2441 2442 2443 2444 2448 2449 2450 2451 2453 2454 2455 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2456 2457 2458 2459 2460 2461 2462 2464 2465 2466 2467 2468 2471 2472 2474 2475 2476 2477 2478 2480 2481 2482 2483 2484 2485 2486 2488 2489 2491 2492 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2493 2495 2496 2497 2498 2499 2501 2504 2505 2506 2509 2511 2514 2515 2516 2520 2524 2527 2528 2530 2534 2535 2536 2537 2538 2539 2540 2542 2543 2545 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2546 2547 2548 2597 2601 2603 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2630 2633 2634 2636 2637 2642 2701 2702 2704 2705 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2706 2707 2712 2722 2723 2727 2731 2739 2748 2801 2809 2812 2816 2820 2823 2832 2834 2836 2838 2841 2845 2849 2850 2851 2852 2855 2867 2880 2881 2882 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2897 2901 2903 2904 2905 2906 2908 2910 2911 2912 2913 2915 2923 2929 2936 2939 3002 3003 3004 3005 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3006 3008 3010 3011 3013 3014 3015 3016 3017 3018 3019 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3040 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3054 3055 3056 3057 3058 3059 3060 3062 3090 3094 3130 3149 3164 3167 3189 3209 3229 3231 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3257 3266 3296 3305 3308 3311 3312 3321 3338 3346 3356 3376 3380 3383 3406 3413 3416 3419 3432 3437 3443 3450 3454 3481 3494 3501 3504 3515 3518 3528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3530 3532 3533 3535 3536 3545 3550 3557 3563 3576 3579 3583 3588 3591 3593 3596 3605 3607 3617 3622 3645 3653 3661 3665 3669 3673 3679 3682 3686 3694 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3698 3701 3702 3703 3704 3705 3706 3708 3711 3712 4104 4106 4108 4119 4133 4137 4141 4142 4144 4148 4155 4164 4190 4306 4414 4426 4438 4526 4532 4536 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4540 4545 4551 4552 4555 4557 4560 4562 4566 4720 4722 4725 4737 4739 4746 4755 4763 4764 4766 4807 4904 4906 4912 4915 4916 4919 4927 4930 4934 4935 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4938 4942 4943 4952 4956 4958 4960 4961 4968 4976 4977 4989 4994 4999 5007 5203 5215 5225 5234 5243 5258 5259 5264 5269 5284 5285 5288 5305 5388 5434 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
5469 5471 5484 5515 5519 5521 5522 5525 5531 5533 5534 5538 5607 5608 5706 5871 5876 5880 5906 5907 6005 6024 6108 6112 6115 6116 6117 6120 6128 6131 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6133 6136 6139 6141 6142 6152 6153 6155 6164 6165 6166 6168 6172 6176 6177 6183 6184 6189 6191 6192 6196 6197 6201 6202 6205 6206 6209 6213 6214 6215 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6216 6224 6225 6226 6230 6235 6239 6243 6251 6257 6269 6271 6277 6278 6281 6282 6283 6285 6288 6289 6405 6409 6412 6414 6415 6416 6431 6442 6443 6449 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6451 6452 6456 6464 6477 6504 6505 6525 6531 6533 6541 6552 6558 6573 6579 6581 6582 6591 6605 6625 6641 6655 6666 6668 6670 6671 6674 8011 8016 8021 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8028 8033 8039 8046 8070 8072 8081 8101 8103 8105 8110 8112 8114 8131 8150 8163 8201 8210 8213 8215 8222 8249 8261 8271 8341 8367 8374 8404 8411 8422 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8427 8429 8442 8443 8454 8462 8463 8464 8466 8467 8473 8478 8480 8481 8482 8488 8497 8499 8926 8940 8996 9802 9902 9904 9905 9906 9907 9908 9910 9911 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
9912 9914 9917 9918 9919 9921 9924 9925 9926 9927 9928 9929 9930 9931 9933 9934 9935 9937 9938 9939 9940 9941 9942 9943 9944 9945 9946 9955 9958 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
  

Question 6

Delete the stock which contains prices of `NA` in your data from previous question. Show the numbers of rows nad columns.

Solution

midterm.6 <- midterm.3 %>% select_if(~ !any(is.na(.)))
apply(is.na(midterm.6),2,sum)
nrow(midterm.6)
ncol(midterm.6)

Result

date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 1218 1219 1220 1225 1227 1229 1231 1232 1233 1234 1235 1236 1256 1262 1301 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1303 1304 1305 1307 1308 1309 1310 1312 1313 1314 1315 1316 1319 1321 1323 1324 1325 1326 1337 1338 1339 1340 1341 1402 1409 1410 1413 1414 1416 1417 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1418 1419 1423 1432 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1449 1451 1452 1453 1454 1455 1456 1457 1459 1460 1463 1464 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1465 1466 1467 1468 1470 1471 1472 1473 1474 1475 1476 1477 1503 1504 1506 1507 1512 1513 1514 1515 1516 1517 1519 1521 1522 1524 1525 1526 1527 1528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1529 1530 1531 1532 1533 1535 1536 1537 1538 1539 1540 1541 1558 1560 1568 1582 1583 1587 1589 1590 1592 1598 1603 1604 1605 1608 1609 1611 1612 1614 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1615 1616 1617 1618 1626 1701 1702 1707 1708 1709 1710 1711 1712 1713 1714 1717 1718 1720 1721 1722 1723 1724 1725 1726 1727 1730 1731 1732 1733 1734 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1735 1736 1737 1760 1762 1773 1776 1783 1786 1789 1802 1805 1806 1808 1809 1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 2009 2010 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2012 2013 2014 2015 2017 2020 2022 2023 2024 2025 2027 2028 2029 2030 2031 2032 2033 2034 2038 2049 2059 2062 2069 2101 2102 2103 2104 2105 2106 2107 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2108 2109 2114 2115 2201 2204 2206 2207 2208 2227 2228 2231 2236 2239 2243 2301 2302 2303 2305 2308 2312 2313 2314 2316 2317 2321 2323 2324 2327 2328 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2329 2330 2331 2332 2337 2338 2340 2342 2344 2345 2347 2348 2349 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2362 2363 2364 2365 2367 2368 2369 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2371 2373 2374 2375 2376 2377 2379 2380 2382 2383 2385 2387 2388 2390 2392 2393 2395 2397 2399 2401 2402 2404 2405 2406 2408 2409 2412 2413 2414 2415 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2417 2419 2420 2421 2423 2424 2425 2426 2427 2428 2429 2430 2431 2433 2434 2436 2438 2439 2440 2441 2442 2443 2444 2448 2449 2450 2451 2453 2454 2455 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2456 2457 2458 2459 2460 2461 2462 2464 2465 2466 2467 2468 2471 2472 2474 2475 2476 2477 2478 2480 2481 2482 2483 2484 2485 2486 2488 2489 2491 2492 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2493 2495 2496 2497 2498 2499 2501 2504 2505 2506 2509 2511 2514 2515 2516 2520 2524 2527 2528 2530 2534 2535 2536 2537 2538 2539 2540 2542 2543 2545 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2546 2547 2548 2597 2601 2603 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2630 2633 2634 2636 2637 2642 2701 2702 2704 2705 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2706 2707 2712 2722 2723 2727 2731 2739 2748 2801 2809 2812 2816 2820 2823 2832 2834 2836 2838 2841 2845 2849 2850 2851 2852 2855 2867 2880 2881 2882 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2883 2884 2885 2886 2887 2888 2889 2890 2891 2892 2897 2901 2903 2904 2905 2906 2908 2910 2911 2912 2913 2915 2923 2929 2936 2939 3002 3003 3004 3005 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3006 3008 3010 3011 3013 3014 3015 3016 3017 3018 3019 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3040 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3041 3042 3043 3044 3045 3046 3047 3048 3049 3050 3051 3052 3054 3055 3056 3057 3058 3059 3060 3062 3090 3094 3130 3149 3164 3167 3189 3209 3229 3231 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3257 3266 3296 3305 3308 3311 3312 3321 3338 3346 3356 3376 3380 3383 3406 3413 3416 3419 3432 3437 3443 3450 3454 3481 3494 3501 3504 3515 3518 3528 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3530 3532 3533 3535 3536 3545 3550 3557 3563 3576 3579 3583 3588 3591 3593 3596 3605 3607 3617 3622 3645 3653 3661 3665 3669 3673 3679 3682 3686 3694 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3698 3701 3702 3703 3704 3705 3706 3708 3711 3712 4104 4106 4108 4119 4133 4137 4141 4142 4144 4148 4155 4164 4190 4306 4414 4426 4438 4526 4532 4536 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4540 4545 4551 4552 4555 4557 4560 4562 4566 4720 4722 4725 4737 4739 4746 4755 4763 4764 4766 4807 4904 4906 4912 4915 4916 4919 4927 4930 4934 4935 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4938 4942 4943 4952 4956 4958 4960 4961 4968 4976 4977 4989 4994 4999 5007 5203 5215 5225 5234 5243 5258 5259 5264 5269 5284 5285 5288 5305 5388 5434 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
5469 5471 5484 5515 5519 5521 5522 5525 5531 5533 5534 5538 5607 5608 5706 5871 5876 5880 5906 5907 6005 6024 6108 6112 6115 6116 6117 6120 6128 6131 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6133 6136 6139 6141 6142 6152 6153 6155 6164 6165 6166 6168 6172 6176 6177 6183 6184 6189 6191 6192 6196 6197 6201 6202 6205 6206 6209 6213 6214 6215 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6216 6224 6225 6226 6230 6235 6239 6243 6251 6257 6269 6271 6277 6278 6281 6282 6283 6285 6288 6289 6405 6409 6412 6414 6415 6416 6431 6442 6443 6449 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6451 6452 6456 6464 6477 6504 6505 6525 6531 6533 6541 6552 6558 6573 6579 6581 6582 6591 6605 6625 6641 6655 6666 6668 6670 6671 6674 8011 8016 8021 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8028 8033 8039 8046 8070 8072 8081 8101 8103 8105 8110 8112 8114 8131 8150 8163 8201 8210 8213 8215 8222 8249 8261 8271 8341 8367 8374 8404 8411 8422 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8427 8429 8442 8443 8454 8462 8463 8464 8466 8467 8473 8478 8480 8481 8482 8488 8497 8499 8926 8940 8996 9802 9902 9904 9905 9906 9907 9908 9910 9911 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
9912 9914 9917 9918 9919 9921 9924 9925 9926 9927 9928 9929 9930 9931 9933 9934 9935 9937 9938 9939 9940 9941 9942 9943 9944 9945 9946 9955 9958 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
> midterm.6 <- midterm.3 %>% select_if(~ !any(is.na(.)))
> apply(is.na(midterm.6),2,sum)
date 1101 1102 1103 1104 1108 1109 1110 1201 1203 1210 1213 1215 1216 1217 1218 1219 1220 1225 1227 1229 1231 1232 1233 1234 1235 1236 1256 1262 1301 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1303 1304 1305 1307 1308 1309 1310 1312 1313 1314 1315 1316 1319 1321 1323 1324 1325 1326 1337 1338 1339 1340 1402 1409 1410 1413 1414 1416 1417 1418 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1419 1423 1432 1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 1446 1447 1449 1451 1452 1453 1454 1455 1456 1457 1459 1460 1463 1464 1465 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1466 1467 1468 1470 1471 1472 1473 1474 1475 1476 1477 1503 1504 1506 1507 1512 1513 1514 1515 1516 1517 1519 1521 1522 1524 1525 1526 1527 1528 1529 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1530 1531 1532 1533 1535 1536 1537 1538 1539 1540 1541 1558 1560 1568 1582 1583 1589 1590 1592 1598 1603 1604 1605 1608 1609 1611 1612 1614 1615 1616 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1617 1618 1626 1701 1702 1707 1708 1709 1710 1711 1712 1713 1714 1717 1718 1720 1721 1722 1723 1724 1725 1726 1727 1730 1731 1732 1733 1734 1735 1736 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
1737 1762 1773 1776 1783 1786 1789 1802 1805 1806 1808 1809 1810 1817 1902 1903 1904 1905 1906 1907 1909 2002 2006 2007 2008 2009 2010 2012 2013 2014 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2015 2017 2020 2022 2023 2024 2027 2028 2029 2030 2031 2032 2033 2034 2038 2049 2059 2062 2069 2101 2102 2103 2104 2105 2106 2107 2108 2109 2114 2115 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2201 2204 2206 2207 2208 2227 2228 2231 2236 2239 2301 2302 2303 2305 2308 2312 2313 2314 2316 2317 2321 2323 2324 2327 2328 2329 2330 2331 2332 2337 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2338 2340 2342 2344 2345 2347 2348 2349 2351 2352 2353 2354 2355 2356 2357 2358 2359 2360 2362 2363 2364 2365 2367 2368 2369 2371 2373 2374 2375 2376 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2377 2379 2380 2382 2383 2385 2387 2388 2390 2392 2393 2395 2397 2399 2401 2402 2404 2405 2406 2408 2409 2412 2413 2414 2415 2417 2419 2420 2421 2423 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2424 2425 2426 2427 2428 2429 2430 2431 2433 2434 2436 2438 2439 2440 2441 2442 2443 2444 2448 2449 2450 2451 2453 2454 2455 2456 2457 2458 2459 2460 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2461 2462 2464 2465 2466 2467 2468 2471 2472 2474 2475 2476 2477 2478 2480 2481 2482 2483 2484 2485 2486 2488 2489 2491 2492 2493 2495 2496 2497 2498 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2499 2501 2504 2505 2506 2509 2511 2514 2515 2516 2520 2524 2527 2528 2530 2534 2535 2536 2537 2538 2539 2540 2542 2543 2545 2546 2547 2548 2597 2601 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2603 2605 2606 2607 2608 2609 2610 2611 2612 2613 2614 2615 2616 2617 2618 2633 2634 2636 2637 2642 2701 2702 2704 2705 2706 2707 2712 2722 2723 2727 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2731 2739 2748 2801 2809 2812 2816 2820 2823 2832 2834 2836 2838 2841 2845 2849 2850 2851 2852 2855 2867 2880 2881 2882 2883 2884 2885 2886 2887 2888 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
2889 2890 2891 2892 2901 2903 2904 2905 2906 2908 2910 2911 2912 2913 2915 2923 2929 2936 3002 3003 3004 3005 3006 3008 3010 3011 3013 3014 3015 3016 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3017 3018 3019 3021 3022 3023 3024 3025 3026 3027 3028 3029 3030 3031 3032 3033 3034 3035 3036 3037 3038 3040 3041 3042 3043 3044 3045 3046 3047 3048 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3049 3050 3051 3052 3054 3055 3056 3057 3058 3059 3060 3062 3090 3094 3130 3149 3164 3167 3189 3209 3229 3231 3257 3266 3296 3305 3308 3311 3312 3321 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3338 3346 3356 3376 3380 3383 3406 3413 3416 3419 3432 3437 3443 3450 3454 3481 3494 3501 3504 3515 3518 3528 3532 3533 3535 3536 3545 3550 3557 3563 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
3576 3579 3583 3588 3591 3593 3596 3605 3607 3617 3622 3645 3653 3661 3665 3669 3673 3679 3682 3686 3694 3698 3701 3702 3703 3704 3705 3706 3708 4104 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4106 4108 4119 4133 4137 4141 4142 4144 4164 4190 4306 4414 4426 4438 4526 4532 4536 4545 4551 4552 4555 4557 4720 4722 4725 4737 4739 4746 4755 4763 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
4904 4906 4912 4915 4916 4919 4927 4930 4934 4935 4938 4942 4943 4952 4956 4958 4960 4968 4976 4977 4994 4999 5007 5203 5215 5225 5234 5243 5258 5259 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
5264 5269 5284 5285 5288 5305 5388 5434 5469 5471 5484 5515 5519 5521 5522 5525 5531 5533 5534 5538 5607 5608 5706 5871 5880 5906 5907 6005 6024 6108 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6112 6115 6116 6117 6120 6128 6133 6136 6139 6141 6142 6152 6153 6155 6164 6165 6166 6168 6172 6176 6177 6183 6184 6189 6191 6192 6196 6197 6201 6202 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6205 6206 6209 6213 6214 6215 6216 6224 6225 6226 6230 6235 6239 6243 6251 6257 6269 6271 6277 6278 6281 6282 6283 6285 6289 6405 6409 6412 6414 6415 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
6431 6442 6443 6449 6451 6452 6456 6464 6477 6504 6505 6525 6531 6605 8011 8016 8021 8033 8039 8046 8070 8072 8081 8101 8103 8105 8110 8112 8114 8131 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
8150 8163 8201 8210 8213 8215 8222 8249 8261 8271 8341 8374 8404 8411 8422 8427 8429 8442 8443 8454 8462 8463 8464 8466 8467 8473 8488 8926 8940 8996 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
9802 9902 9904 9905 9906 9907 9908 9910 9911 9912 9914 9917 9918 9919 9921 9924 9925 9926 9927 9928 9929 9930 9931 9933 9934 9935 9937 9938 9939 9940 
   0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0    0 
9941 9942 9943 9944 9945 9946 9955 9958 
   0    0    0    0    0    0    0    0 
   
>nrow(midterm.6)
[1] 493
> ncol(midterm.6)
[1] 878

 date  1101  1102 1103 1104 1108  1109  1110  1201  1203  1210 1213  1215  1216 1217  1218  1219 1220  1225  1227  1229  1231  1232  1233  1234
1 2017-01-03 29.64 24.95 8.27 21.5 8.57 10.11 15.54 17.65 20.83 24.73 16.8 42.14 47.81 7.33 14.19 15.13 9.83 46.42 69.38 17.28 26.72 75.77 33.08 28.77
   1235  1236   1256   1262  1301  1303  1304  1305  1307  1308  1309  1310  1312  1313  1314  1315  1316  1319 1321  1323  1324  1325  1326  1337
1 20.31 17.87 112.48 131.07 81.28 63.17 14.66 20.28 31.29 16.63 10.45 16.71 19.18 10.43 10.05 23.08 13.55 57.95 24.6 30.53 12.41 19.84 86.58 17.31
   1338  1339  1340  1402 1409  1410 1413 1414 1416 1417  1418  1419 1423  1432  1434 1435  1436  1437 1438  1439  1440 1441  1442 1443 1444 1445 1446
1 85.75 35.91 44.08 22.69 8.51 21.56 5.55 5.65 22.5 5.16 17.68 36.48 6.78 16.35 26.65  4.2 34.07 14.98 4.22 15.45 11.64 9.06 14.01 4.47 7.84  8.5 17.6
  1447 1449  1451  1452 1453 1454 1455 1456 1457 1459  1460  1463  1464 1465 1466 1467 1468  1470 1471  1472  1473  1474  1475   1476   1477  1503
1  8.1  4.1 34.01 18.02 7.97 7.96 8.69  8.5 9.34  8.4 15.66 16.39 20.66 11.7 13.5 10.3 9.98 18.02  6.2 20.55 27.66 10.32 25.41 312.98 116.53 38.03
   1504  1506 1507 1512  1513 1514 1515 1516  1517  1519  1521  1522  1524   1525  1526  1527 1528  1529  1530  1531  1532  1533  1535   1536   1537
1 25.88 14.55 40.8    6 17.61 8.99 14.2 15.1 10.03 16.67 71.81 31.85 10.23 106.57 13.14 86.69 9.06 32.72 26.94 14.77 28.48 42.21 43.82 118.75 139.13
  1538  1539  1540  1541   1558  1560  1568  1582  1583  1589   1590  1592  1598  1603  1604  1605 1608 1609 1611 1612  1614 1615 1616 1617 1618  1626
1 8.62 25.49 11.42 47.19 138.76 58.18 30.97 68.03 52.33 97.33 237.72 49.05 37.34 21.65 17.79 10.57 7.73 5.33 6.82 8.17 22.51 9.12 5.09 6.99 7.79 24.96
   1701  1702   1707  1708  1709  1710  1711  1712  1713 1714  1717 1718  1720  1721  1722   1723 1724  1725  1726  1727  1730  1731  1732  1733  1734
1 17.09 55.96 158.27 24.47 13.94 22.72 19.17 13.64 13.97 7.81 27.75 8.05 29.94 13.99 36.35 112.81   15 12.57 72.87 11.94 34.56 12.59 13.55 37.55 23.77
   1735  1736  1737  1762  1773  1776  1783 1786  1789  1802 1805 1806 1808  1809 1810  1817 1902 1903  1904 1905  1906 1907  1909  2002  2006 2007
1 11.58 44.26 26.64 26.05 48.73 18.55 23.58 54.2 36.36 12.86 5.65 7.04   27 11.79 8.98 32.93 11.1 32.5 12.28 8.46 15.46 9.22 15.28 22.79 18.89 5.35
   2008 2009  2010  2012  2013 2014  2015 2017  2020 2022 2023 2024  2027 2028  2029 2030  2031 2032 2033  2034 2038   2049   2059  2062  2069  2101
1 10.55 7.34 10.48 12.15 20.91 9.45 39.84 7.55 11.66 6.74 9.73 7.27 15.59 4.15 29.85 9.56 19.12 9.88 8.61 23.53 6.58 137.54 398.66 38.96 19.35 27.32
   2102  2103  2104  2105  2106  2107  2108  2109  2114  2115  2201 2204  2206  2207  2208   2227   2228   2231  2236   2239  2301 2302  2303 2305
1 12.81 31.84 22.66 56.27 44.61 15.62 18.33 10.66 68.58 47.85 25.58 23.2 18.67 337.5 32.16 168.16 153.22 198.71 51.25 177.08 41.84 6.55 10.56 8.05
    2308  2312  2313  2314  2316  2317 2321 2323 2324  2327  2328  2329   2330  2331  2332 2337 2338  2340 2342 2344  2345 2347  2348 2349  2351  2352
1 146.72 11.26 14.64 24.61 19.58 96.08 5.34 3.51 16.5 66.13 23.56 16.34 170.87 14.92 10.56 8.89 8.65 14.07 13.7 9.05 47.48 29.8 17.02 6.99 38.54 13.71
   2353 2354  2355 2356   2357  2358  2359  2360  2362 2363 2364 2365 2367  2368  2369 2371  2373  2374 2375  2376  2377  2379 2380  2382  2383  2385
1 12.31 78.4 54.56 19.4 237.04 15.28 13.87 71.63 26.32  6.5 2.49  8.8 8.84 10.45 10.99 9.61 64.45 15.33 15.7 37.52 66.87 93.99  6.7 53.78 81.89 65.72
   2387  2388  2390 2392  2393   2395  2397 2399  2401  2402 2404 2405  2406  2408  2409  2412  2413  2414  2415  2417  2419  2420  2421  2423 2424
1 18.25 10.05 16.87 33.4 39.95 215.96 45.31 7.82 10.44 16.05 50.1 8.16 24.55 44.08 10.23 93.66 11.85 15.09 24.64 10.96 18.63 30.37 24.36 17.19   21
   2425  2426 2427  2428  2429  2430  2431  2433 2434  2436 2438   2439 2440  2441 2442 2443  2444  2448  2449  2450  2451 2453   2454  2455  2456
1 19.83 11.33 6.87 59.07 22.62 24.87 13.64 34.42 8.72 23.89   10 105.85 8.87 34.63 6.78 6.16 11.11 22.56 23.23 46.16 74.82 9.72 202.81 45.33 88.56
   2457  2458  2459  2460  2461  2462  2464 2465  2466  2467 2468 2471  2472   2474 2475  2476  2477  2478  2480  2481  2482  2483  2484  2485 2486
1 12.81 42.58 31.01 10.25 17.72 20.35 34.91   16 35.15 19.39 9.74 12.6 35.36 211.49 1.29 22.69 18.47 18.51 28.29 15.75 12.69 15.06 16.48 31.49 8.98
  2488  2489 2491  2492  2493  2495  2496  2497 2498 2499  2501 2504  2505  2506  2509 2511  2514 2515 2516  2520  2524  2527 2528  2530  2534  2535
1 37.4 20.41 7.56 35.46 23.23 14.93 87.92 32.08 79.2   13 15.49  6.4 11.53 11.14 14.38 8.99 15.71 5.85 6.79 18.07 19.41 17.76 5.83 12.74 14.07 16.58
   2536 2537 2538  2539 2540 2542 2543  2545  2546 2547 2548  2597 2601  2603  2605  2606  2607  2608  2609 2610 2611  2612  2613 2614  2615  2616
1 22.02 8.77 8.24 19.52   24 37.7 8.94 33.65 14.52 9.25 51.8 31.79 6.79 10.66 18.17 23.63 12.25 41.04 10.32 9.07 6.97 25.82 12.05 7.58 15.85 24.28
   2617 2618  2633  2634  2636  2637  2642  2701  2702 2704 2705  2706   2707  2712  2722   2723   2727  2731  2739  2748  2801 2809 2812  2816  2820
1 11.96   13 17.87 34.85 19.88 27.02 23.63 11.98 15.28 22.2 8.16 14.24 153.13 25.58 36.67 195.04 122.91 76.12 28.96 44.83 14.93 25.6 7.98 14.41 11.69
   2823  2832 2834 2836 2838  2841 2845  2849  2850  2851  2852  2855 2867  2880  2881  2882 2883  2884  2885  2886  2887 2888 2889 2890 2891  2892
1 26.28 17.45 7.32 8.14 7.95 10.15 7.97 13.26 23.88 12.98 12.06 10.34 13.3 13.84 47.15 44.01  7.2 15.07 11.08 20.63 10.05 7.33 7.15 7.91   16 15.01
   2901  2903  2904  2905 2906  2908  2910  2911   2912  2913  2915  2923  2929  2936 3002  3003  3004  3005  3006    3008  3010 3011  3013  3014
1 24.52 14.47 21.58 18.54 9.69 18.08 38.32 10.68 209.04 13.29 76.27 20.02 83.93 41.59 9.92 35.89 46.03 34.42 30.24 3690.64 40.99 7.46 16.99 25.82
   3015  3016 3017  3018  3019  3021  3022  3023 3024  3025 3026 3027  3028  3029 3030  3031  3032  3033  3034  3035  3036 3037 3038  3040  3041  3042
1 20.99 18.93 23.1 16.36 29.78 11.23 45.19 63.04 7.05 11.44 39.5 12.2 14.55 15.83 33.9 11.47 33.91 14.43 95.74 28.74 37.76 11.8    9 28.94 15.75 35.53
  3043  3044  3045  3046 3047  3048 3049 3050 3051 3052 3054  3055  3056 3057  3058  3059  3060  3062  3090  3094   3130 3149 3164  3167  3189 3209
1 2.18 65.45 94.33 16.13 10.1 15.26 9.02 10.1 4.62 7.28 24.6 15.95 15.09 15.6 10.13 21.87 32.95 18.23 20.63 19.62 123.57 20.5 23.3 24.01 66.55 19.9
   3229  3231  3257 3266  3296  3305 3308 3311 3312 3321  3338  3346  3356  3376  3380 3383   3406 3413  3416  3419  3432  3437  3443 3450  3454 3481
1 11.45 21.54 33.64 11.5 11.83 27.97 7.85 15.1 9.34 13.6 30.43 53.81 40.73 77.53 18.24 2.56 108.68   74 50.26 16.78 11.03 21.79 74.81 92.1 71.75 11.2
  3494  3501 3504  3515  3518  3528   3532  3533 3535  3536 3545  3550  3557  3563  3576 3579  3583  3588  3591  3593  3596  3605  3607  3617  3622
1 12.5 44.81   26 34.28 21.16 24.37 119.75 90.33 17.4 17.38 34.5 12.83 10.96 57.72 15.15 10.8 55.48 33.21 13.35 12.15 51.37 24.44 30.66 89.29 12.04
   3645  3653  3661   3665  3669  3673  3679 3682 3686 3694  3698  3701  3702 3703  3704  3705  3706  3708  4104  4106 4108  4119  4133 4137  4141
1 30.38 45.35 30.46 157.18 18.86 54.96 71.46 10.4 7.22 14.1 13.25 13.88 35.91 9.64 14.29 42.04 24.17 71.33 40.98 32.09 30.8 68.99 34.27  139 31.87
  4142  4144  4164  4190  4306 4414 4426   4438  4526  4532  4536  4545  4551  4552 4555  4557  4720  4722  4725  4737  4739  4746  4755   4763  4904
1 21.4 47.01 41.94 78.14 11.55 17.4 80.1 135.38 20.84 28.56 91.51 38.97 121.4 94.57 56.5 64.52 14.07 28.57 23.95 48.81 38.06 90.71 27.92 111.18 65.01
   4906  4912  4915  4916  4919  4927  4930  4934  4935  4938  4942  4943  4952  4956  4958  4960  4968  4976  4977 4994  4999  5007  5203  5215  5225
1 21.89 75.42 39.69 28.11 35.45 27.89 12.81 14.45 62.57 70.17 23.62 52.66 31.84 21.57 58.83 13.75 51.03 23.14 78.42 69.2 46.98 49.48 70.09 24.58 29.37
   5234  5243  5258 5259  5264   5269  5284  5285  5288  5305 5388  5434  5469  5471 5484 5515 5519 5521  5522  5525 5531 5533  5534  5538  5607  5608
1 29.71 35.45 35.94 9.38 77.32 254.36 51.81 32.27 73.98 22.01   70 76.33 16.62 28.94 6.55 7.85 9.77 9.18 31.03 13.65 9.25 14.5 54.55 25.14 14.13 13.43
   5706  5871  5880 5906 5907 6005  6024 6108  6112  6115 6116  6117  6120  6128 6133  6136  6139 6141 6142 6152  6153  6155  6164 6165  6166  6168
1 29.83 50.22 12.13   12   20 8.35 29.86 24.9 21.12 38.15 7.18 12.31 12.31 36.62 8.69 20.31 33.49   10 5.82 9.97 17.23 17.37 13.36 15.7 58.16 10.51
   6172  6176  6177  6183  6184  6189  6191  6192  6196  6197  6201  6202  6205  6206 6209  6213  6214  6215  6216  6224 6225 6226   6230  6235  6239
1 11.45 48.43 15.38 23.65 30.31 26.55 11.58 52.12 26.07 30.23 26.37 44.27 26.55 85.63 20.1 30.32 49.89 11.44 25.67 51.99 3.68 6.58 118.88 18.58 78.96
   6243 6251 6257  6269  6271  6277  6278  6281  6282  6283  6285 6289 6405   6409  6412   6414   6415 6431  6442  6443  6449 6451   6452 6456   6464
1 14.15 8.87   21 75.37 97.78 70.44 24.12 55.36 21.47 26.11 75.99 1.91 15.7 412.93 44.02 401.54 454.51 8.14 41.87 10.24 27.57 94.9 350.26 85.4 112.22
   6477   6504  6505  6525  6531  6605  8011  8016  8021  8033 8039  8046   8070  8072  8081  8101  8103  8105  8110  8112   8114  8131  8150 8163
1 17.53 142.64 98.59 43.18 66.35 79.75 20.33 90.95 19.51 10.05 31.3 23.39 112.42 23.81 60.67 10.28 25.43 15.74 10.87 21.86 153.61 20.28 25.71 19.1
  8201 8210  8213  8215  8222  8249 8261 8271   8341  8374  8404  8411   8422  8427  8429  8442  8443   8454  8462  8463   8464   8466  8467  8473
1 8.19   45 27.13 14.35 23.08 18.22 20.9   29 109.58 19.44 30.89 29.95 144.04 60.29 32.83 46.18 16.86 180.97 55.68 15.65 300.02 102.93 29.99 47.26
   8488  8926 8940  8996  9802 9902  9904  9905  9906  9907  9908   9910  9911 9912   9914  9917  9918  9919  9921  9924  9925 9926  9927 9928 9929
1 39.14 20.14 14.6 51.21 57.57 9.52 36.75 21.41 17.41 12.94 22.52 114.35 28.81 7.73 139.17 80.63 29.57 10.26 171.8 37.16 35.87 38.2 29.74 8.35   11
   9930  9931  9933  9934 9935  9937  9938 9939  9940  9941  9942  9943  9944  9945 9946 9955 9958
1 44.99 29.19 43.46 14.58 9.13 35.96 89.14 48.5 25.21 70.22 75.24 44.06 20.28 42.71 9.12 15.9 9.21
 [ reached 'max' / getOption("max.print") -- omitted 5 rows ]

Question 7

Convert data into time series data. And calculuate daily rate of returns. Delete the first row and show the first five stocks with first five days of returns.

Solution

library(xts)

midterm.xts <- xts(midterm.4[,-1], order.by= as.Date(as.character(midterm.2$date), format="%Y%m%d"))
final <- midterm.xts[,-4]
head(final)

Result of converting into time series (Y-M-D)

id     date price
2017-01-03 1101 20170103 29.64
2017-01-03 1102 20170103 24.95
2017-01-03 1103 20170103  8.27
2017-01-03 1104 20170103 21.50
2017-01-03 1108 20170103  8.57
2017-01-03 1109 20170103 10.11

Calculate daily return

Solution for computing daily return

p_load(PerformanceAnalytics)
library(PerformanceAnalytics)
midterm.dret <- Return.calculate(final, method = 'log')
final.1 <- midterm.dret [2:6 ,1:5]
head(final.1)

Result of calculating daily return

                   1101         1102         1103         1104
2017-01-04  0.003031837 -0.005627024 -0.004848494  0.000000000
2017-01-05  0.000000000  0.005627024  0.001214329  0.001858737
2017-01-06  0.000000000  0.000000000 -0.003647420 -0.006053569
2017-01-09 -0.010142075 -0.007644374  0.012106685  0.000000000
2017-01-10  0.001358235 -0.003641517 -0.003616640 -0.001870033
                   1108
2017-01-04 -0.001167542
2017-01-05  0.005824128
2017-01-06 -0.004656586
2017-01-09  0.002331003
2017-01-10  0.000000000

Question 8

Compute monthly returns. Delete the first row and show the first five stocks with first five months of returns

Solution

Monthly = to.monthly(final, OHLC=FALSE)
head(Monthly)
midterm.mret <- Return.calculate(Monthly, method = 'log')
final.2 <- midterm.mret [2:6,1:5] 
head(final.2)

Result of computing monthly returns

               1101         1102        1103         1104         1108
2017-02-28  0.06170789  0.127658684  0.19286519  0.068744779  0.102909963
2017-03-31 -0.03656597  0.006616775 -0.05291257  0.013370913 -0.020181248
2017-04-30 -0.03355239 -0.026377474 -0.02314472 -0.022969591 -0.031610261
2017-05-31 -0.02013376 -0.067822596 -0.01871054  0.003937874 -0.010016778
2017-06-30  0.02283282 -0.064589374  0.02357673 -0.042825456 -0.007860793

Question 9

Find the 20 largest cap firms in the year end of 2017 and 2018. Show the results

Solution for year 2017

midterm.7 <- midterm.1 %>% mutate(Year=format(as.Date(as.character(midterm.1$date), format="%Y%m%d"),"%Y"))
largestCap_2017 <- midterm.1 %>% filter(date == "20171229") %>% arrange(desc(cap))
head(largestCap_2017,20)

Result of year 2017

    id          name     date   price     cap 
1  2330 台積電        20171229  221.43 5951022 
2  2317 鴻海          20171229  112.79 1649695
3  6505 台塑化        20171229  109.58 1100248 
4  2412 中華電        20171229  101.44  822289
5  2882 國泰金        20171229   51.09  672131
6  1301 台塑          20171229   93.68  628298 
7  1303 南亞          20171229   73.36  617810
8  1326 台化          20171229   97.32  603702
9  3008 大立光        20171229 3954.58  539242 
10 2881 富邦金        20171229   48.51  518843 
11 2454 聯發科        20171229  283.68  464955 
12 2891 中信金        20171229   19.47  399688 
13 2002 中鋼          20171229   23.87  389437 
14 1216 統一          20171229   61.39  375012 
15 2308 台達電        20171229  136.95  372747
16 3045 台灣大        20171229  102.10  367739 
17 2886 兆豐金        20171229   22.73  327075 
18 2912 統一超        20171229  262.90  295252 
19 2474 可成          20171229  317.08  252688 
20 4904 遠傳          20171229   70.02  239499 

Solution for year 2018

largestCap_2018 <- midterm.1 %>% filter(date == "20181228") %>% arrange(desc(cap))
head(largestCap_2018,20)

Result of year 2018

id name date price cap 1 2330 台積電 20181228 225.50 5847300 2 6505 台塑化 20181228 109.00 1038329 3 2317 鴻海 20181228 70.80 981499 4 2412 中華電 20181228 113.00 876591 5 1301 台塑 20181228 101.00 642939 6 1326 台化 20181228 105.00 615424 7 1303 南亞 20181228 75.50 598776 8 2882 國泰金 20181228 47.00 590470 9 2881 富邦金 20181228 47.05 481491 10 3008 大立光 20181228 3215.00 431260 11 1216 統一 20181228 69.80 396604 12 2891 中信金 20181228 20.20 393839 13 2002 中鋼 20181228 24.25 381570 14 2454 聯發科 20181228 229.50 365250 15 3045 台灣大 20181228 106.50 364638 16 2886 兆豐金 20181228 25.95 352915 17 2308 台達電 20181228 129.50 336381 18 2912 統一超 20181228 311.00 323322 19 3711 日月光投控 20181228 58.30 251950 20 4904 遠傳 20181228 76.40 248949

Done