Scatterplots
Time Series Analysis in R
David S. Matteson
Associate Professor at Cornell University
Stock prices: stock A and B over time
ts.plot(cbind(stock_A, stock_B))
Stock prices: scatterplot of stock B vs. A
plot(stock_A, stock_B)
Log returns for stock A and B
stock_A_logreturn = diff(log(stock_A)) stock_B_logreturn = diff(log(stock_B))ts.plot(cbind(stock_A_logreturn, stock_B_logreturn))
Scatterplot of stock B vs A log returns
plot(stock_A_logreturn, stock_B_logreturn)
