returns {PCA4TS} | R Documentation |
The data contains the daily returns of the stocks of Bank of America Corporation, Dell Inc., JPMorgan Chase Co., FedEx Corporation, McDonald's Corp. and American International Group in 2 January 2002 – 10 July 2008.
data("returns")
data(returns) # Time series plots of the returns Y=returns names(Y)=c("Y1","Y2","Y3","Y4","Y5","Y6") location=c(1,253,505,757,1009,1260,1511) year=c(2002,2003,2004,2005,2006,2007,2008) par(mfrow=c(6,1),mar=c(2,2,0.5,1),cex=0.5, mgp = c(1.4, 0.6, 0)) plot(Y[,1],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown') plot(Y[,2],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown') plot(Y[,3],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown') plot(Y[,4],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown') plot(Y[,5],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown') plot(Y[,6],type='l',lty=1,xlab='',ylab='',col="blue",xaxt="n") axis(1, at=location, labels=year, col.axis='brown')