Practical Time Series Analysis by Aileen Nielsen

Author:Aileen Nielsen [Aileen Nielsen]
Language: eng
Format: epub, pdf
Publisher: O'Reilly Media, Inc.
Published: 2019-11-24T16:00:00+00:00

Scatter plots

The traditional method of using scatter plots is just as useful for time series data as it is for other kinds of data. We can use scatter plots to determine both how two stocks are linked at a specific time and how their price shifts are related over time.

Below we plot both cases:

the values of two different stocks over time

the values of the daily changes in these two stocks over time (via differencing) with R’s diff function

> plot( EuStockMarkets[, "SMI"], EuStockMarkets[, "DAX"]) > plot(diff(EuStockMarkets[, "SMI"]), diff(EuStockMarkets[, "DAX"]))

Download

Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.