7. Please follow the following instructions. The instructions indicate how to download daily stock price of Apple,
Question:
7. Please follow the following instructions. The instructions indicate how to download daily stock price of Apple, Inc. from 2016-01-01 to 2018-07-31 from Yahoo! Finance.
library(quantmod)
getSymbols("AAPL", src = "yahoo", from='2016-01-01', to='2018-07-31')
AAPLAdj <- AAPL$AAPL.Adj
a) [3 points] Show whether the series AAPLAdj evolves with time. If it does, show how to remove the evolution with time and comment on the result.
b) [3 points] The following code will convert AAPLAdj to monthly log return.
monthly.AAPL <- monthlyReturn(AAPLAdj, subset=NULL, type='log', leading=TRUE)
Find sample autocorrelation and partial autocorrelation estimates for monthly.AAPL up to lag 15
Modern Business Statistics With Microsoft Excel
ISBN: 9781337115186
6th Edition
Authors: David R. Anderson, Dennis J. Sweeney, Thomas A. Williams, Jeffrey D. Camm, James J. Cochran