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Last data update: 2014.03.03

R: Visualize Asset Returns

iClick.VisOneReturns

R Documentation

Visualize Asset Returns

Description

This GUI conducts plots of daily asset returns, including ACF, PACF, drawdowns, and Talyor effects.

Usage

iClick.VisOneReturns(dat)

Arguments

dat

dat has two forms:(1) It may be a 2-column data frame, with the 1-st column as the date string, and the 2nd column is the numeric return series. (2) It can also be created by a ts() object as a none daily time series. However, the ts object may not be suitable for some financial time series returns plot, for example, drawdown.

Details

This GUI is designed for financial time series, maily daily stock returns. Other time series data works also, as long as it has a date column.

Value

Output GUI

Author(s)

Ho Tsung-wu <tsungwu@mail.shu.edu.tw>

Examples

##== External data
#data("returnsDaily24")
#y=returnsDaily24[,c(1,10)]  #Select the fifth variable

##== Simulation data
dat=rnorm(100)
y=ts(dat, start = c(1970, 1), frequency = 12)
iClick.VisOneReturns(y)