Streudiagramme
Zeitreihenanalyse in R
David S. Matteson
Associate Professor at Cornell University
Aktienkurse: Aktie A und B im Zeitverlauf
ts.plot(cbind(stock_A, stock_B))
Aktienkurse: Streudiagramm B vs. A
plot(stock_A, stock_B)
Log-Renditen von Aktie A und B
stock_A_logreturn = diff(log(stock_A)) stock_B_logreturn = diff(log(stock_B))ts.plot(cbind(stock_A_logreturn, stock_B_logreturn))
Streudiagramm: Log-Renditen B vs. A
plot(stock_A_logreturn, stock_B_logreturn)
