ReturnSeriesBasics          package:fBasics          R Documentation

_R_e_t_u_r_n _S_e_r_i_e_s _B_a_s_i_c_s

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions which allow to
     investigate and display the basics of  financial return sderies. 

     List of Functions:

       'basicStats'         Computes an overview of basic statistical values,
       'seriesPlot'         Returns a tailored return series plot,
       'cumulatedPlot'      Returns a tailored cumulatede return plot,
       'histPlot'           Returns a tailored histogram plot,
       'densityPlot'        Returns a tailored kernel density estimate plot,
       'qqnormPlot'         Returns a tailored Normal quantile-quantile plot,
       'qqnigPlot'          Returns a tailored NIG quantile-quantile plot,
       'boxPlot'            Returns a side-by-side standard box plot,
       'boxPercentilePlot'  Returns a side-by-side box-percentile plot,
       'returnSeriesGUI'    Opens a GUI for return series plots.

_U_s_a_g_e:

      
     basicStats(x, ci = 0.95)

     seriesPlot(x, labels = TRUE, type = "l", col = "steelblue", 
         ylab = "Returns", rug = TRUE, ...) 
     cumulatedPlot(x, index = 100, labels = TRUE, type = "l", col = "steelblue", 
         ylab = "Index", rug = TRUE, ...)
     histPlot(x, labels = TRUE, col = "steelblue", add.fit = TRUE, rug = TRUE, 
         skipZeros = TRUE, ...) 
     densityPlot(x, labels = TRUE, col = "steelblue", add.fit = TRUE, 
         rug = TRUE, skipZeros = TRUE, ...) 

     qqnormPlot(x, labels = TRUE, col = "steelblue", rug = TRUE, 
         scale = TRUE, ...) 
     qqnigPlot(x, labels = TRUE, col = "steelblue", rug = TRUE, ...)

     boxPlot(x, col = "steelblue", ...)
     boxPercentilePlot(x, col = "steelblue", ...) 

     returnSeriesGUI(x)

_A_r_g_u_m_e_n_t_s:

 add.fit: [*Plot] - 
           a logical, should a fit added to the Plot? 

      ci: [basicsStats] - 
           confidence interval, a numeric value, by default 0.95,  i.e.
          95 percent. 

col, ylab: [*Plot] - 
           plot parameter, color, main title, and y label to be used.
          Only active when 'labels=TRUE'. 

   index: [cumulatedPlot] - 
           a numeric value, by default 100. The function cumulates 
          column by colum the returns and multiplies the result with 
          the index value: 'index*exp(colCumsums(x))'.  

  labels: a logical, should the plot be tailored? 

     rug: a logical value by default TRUE. Should a rug representation 
          of the data added to the plot? 

   scale: a logical value by default TRUE. Should the time series be 
          scale for further investigation? 

skipZeros: a logical, should zeros be skipped in the return Series? 

    type: what type of plot should be drawn. For ossible types consult
          the 'plot' help page. 

       x: an object of class '"timeSeries"' or any other object which
          can be transformed by the function 'as.timeSeries' into an
          object of class 'timeSeries'. 

     ...: optional arguments to be passed. 

_V_a_l_u_e:

     'basicsStats' 
      returns data frame with the following entries and row names:
     nobs, NAs, Minimum, Maximum , 1. Quartile, 3. Quartile, Mean,
     Median, Sum, SE Mean, LCL Mean, UCL Mean, Variance, Stdev,
     Skewness, Kurtosis.

     '*Plot' 
      For the '*Plot' functions, beside the plot no values are 
     returned.

     'returnSeriesGUI' 
      For the 'returnSeriesGUI' function, beside the graphical user
     interface no values are returned.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## basicStats -
        # Simulated Monthly Return Data:
        tS = timeSeries(matrix(rnorm(12)), timeCalendar())
        # ... must be univariate:
        basicStats(tS)

