Codificacion en r

PRIMER PARCIAL

NATALIA MONTOYA MORENO
IVONNE BARRERA PUENTES
ANDREA MOYA

UNIVERSIDAD MILITAR NUEVA GRANADA
PROGRAMA INGENIERIA INDUSTRIAL
MERCADO DE CAPITALES
BOGOTA DC
2012

R version 2.14.1 (2011-12-22)
Copyright (C) 2011 The R Foundation for Statistical Computing
ISBN 3-900051-07-0
Platform: i386-pc-mingw32/i386 (32-bit)

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[Previously saved workspace restored]

> library ("tseries")
Loading required package: quadprog
Loading required package: zoo

Attaching package: ‘zoo’

The following object(s) are masked from ‘package:base’:

as.Date, as.Date.numeric

‘tseries’ version: 0.10-28‘tseries’ is a package for time series analysis and computational
finance.

See ‘library(help="tseries")’ for details.

> library(moments)
> precio=get.hist.quote(instrument="tv",start="2000-01-01",quote="AdjClose")
probando la URL 'http://chart.yahoo.com/table.csv?s=tv&a=0&b=01&c=2000&d=1&e=22&f=2012&g=d&q=q&y=0&z=tv&x=.csv'
Content type 'text/csv' length unknown
URL abierta
downloaded 144Kb

time series starts 2000-01-03
> plot (precio)
> y=diff(log(precio))
> plot(y)
> mean(y)
[1] 0.0001324726
> sd(y)
AdjClose
0.02486234
Mensajes de aviso perdidos
sd() is deprecated.
Use apply(*, 2, sd) instead.
> skewness(y)
AdjClose
0.384453
> kurtosis(y)
AdjClose
9.433574
>
> mean (precio)
[1] 15.62281
> sd(precio)
AdjClose
6.222072
Mensajes de avisoperdidos
sd() is deprecated.
Use apply(*, 2, sd) instead.
> skewness(precio)
AdjClose
0.04532607
> kurtosis(precio)
AdjClose
1.80212
> pnorm(0,mean(y,sd(y))
+ )
[1] 0.4999985
Mensajes de aviso perdidos
sd() is deprecated.
Use apply(*, 2, sd) instead.
> rlnorm(1000,mean(precio),sd(precio))
[1] 1.113969e+10 1.709575e+08 3.841096e+07 2.608158e+03 6.532520e+07
[6]1.853728e+10 2.983049e+10 2.023623e+06 1.429602e+07 1.543529e+04
[11] 5.473181e+05 4.373574e+00 2.484549e+07 4.364447e+10 3.084910e+05
[16] 4.665483e+07 8.362928e-01 3.831429e+05 2.566855e+05 7.957306e+06
[21] 6.147697e+01 9.028773e+04 3.629684e+09 2.266317e+05 4.428097e+05
[26] 9.134691e+04 9.435065e+09 2.002481e+07 2.005854e+01 4.456158e+11
[31] 7.132862e+10 5.300587e+06 3.321067e+035.586798e+06 1.967559e+09
[36] 3.720131e+01 7.620819e+08 1.195292e+09 2.399649e+07 3.241190e+03
[41] 2.070860e+10 1.265529e+08 2.943609e+06 1.195332e+09 5.880753e+08
[46] 5.187704e+09 3.201780e+03 1.066480e+06 7.519602e+09 3.882915e+13
[51] 2.628907e+11 3.313139e+08 1.201772e+07 2.737251e+11 9.210591e+09
[56] 1.867816e+08 6.723468e+05 5.650688e+05 4.940908e-03 4.087347e+05
[61]9.509198e+03 2.997520e+03 1.591846e+07 1.618708e+07 2.283361e+09
[66] 3.752807e+04 1.102435e+07 2.181589e+07 1.945661e+10 2.445208e+05
[71] 1.526884e+10 8.071351e+07 8.489857e+05 6.386212e+12 3.262533e+04
[76] 1.127927e+08 6.614114e+06 4.100641e+09 3.417406e+08 3.690006e+02
[81] 1.592209e+09 3.028338e+03 2.802073e+04 5.365178e+01 8.948939e+04
[86] 7.393975e+05 1.730164e+03 3.145492e+072.927558e+03 2.590057e+06
[91] 2.244018e+11 2.885269e+05 2.102765e+07 1.692002e+07 2.600134e+12
[96] 2.742916e+09 8.186129e+11 3.816441e+07 7.177406e+03 6.371681e+06
[101] 1.039832e+08 3.972280e+08 3.387710e+03 9.453545e+03 1.411013e+05
[106] 2.141530e+02 3.133677e+07 5.887456e+09 5.373707e+07 7.134899e+04
[111] 3.109506e+04 1.620039e+03 6.093350e+07 5.927982e+03 1.749011e+08...