散布図
Rで学ぶ時系列分析
David S. Matteson
Associate Professor at Cornell University
株価：銘柄AとBの時系列推移
ts.plot(cbind(stock_A, stock_B))
株価：銘柄BとAの散布図
plot(stock_A, stock_B)
銘柄AとBの対数収益率
stock_A_logreturn = diff(log(stock_A)) stock_B_logreturn = diff(log(stock_B))ts.plot(cbind(stock_A_logreturn, stock_B_logreturn))
銘柄BとAの対数収益率の散布図
plot(stock_A_logreturn, stock_B_logreturn)
