Series B, close price IBM stock

Description

Closing price of IBM common stock, daily, May 17 1961 to November 2 1962

Usage

data(SeriesB)

Format

The format is: num [1:369] 460 457 452 459 462 459 463 479 493 490 ...

Source

G. E. P. Box, G.E.P., Jenkins, G.M. and Reinsel, G.C. (2008). Time Series Analysis: Forecasting and Control, 4th Ed., Wiley.

Examples

r <- diff(log(SeriesB))
a <- abs(diff(log(SeriesB)))
layout(c(2,1))
acf(r, main="log returns")
acf(a, main="absolute log returns")
#

Results

R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

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> library(FGN)
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/FGN/SeriesB.Rd_%03d_medium.png", width=480, height=480)
> ### Name: SeriesB
> ### Title: Series B, close price IBM stock
> ### Aliases: SeriesB
> ### Keywords: datasets
> 
> ### ** Examples
> 
> r <- diff(log(SeriesB))
> a <- abs(diff(log(SeriesB)))
> layout(c(2,1))
> acf(r, main="log returns")
> acf(a, main="absolute log returns")
> #
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>