The data file contains stock returns for “ge” (general electric), “vw” (value-weighted market returns), “ew” (equal-weighted market returns), and “sp” (Standard Poor composite index). The time span of the data ranges from Jan 1940 to Sept 2011. Please do following work within R/RStudio environment.

date	ge	vw	ew	sp
19400131	-0.06192	-0.02402	-0.01998	-0.03523
19400229	-0.0099	0.013664	0.029733	0.006639
19400330	0.049333	0.018939	0.026168	0.009893
19400430	-0.04167	0.001196	0.013115	-0.0049
19400531	-0.19732	-0.22031	-0.26975	-0.23954
19400629	0.061667	0.066664	0.06655	0.076591
19400731	0.06746	0.03223	0.036805	0.031062
19400831	0.011152	0.023962	0.023221	0.026239
19410131	-0.00377	-0.04051	-0.00732	-0.0482
19410228	-0.00379	-0.01484	-0.01941	-0.0149
19410331	-0.00837	0.009599	0.014308	0.004032
19410430	-0.10465	-0.05307	-0.05738	-0.06526
19410531	-0.01299	0.013858	0.010105	0.004296
19410630	0.14386	0.058683	0.066908	0.053476
19410731	-0.0155	0.059519	0.130139	0.054822
19410830	0.031496	-0.00046	-0.00718	-0.00866
19410930	-0.01603	-0.00749	-0.02045	-0.00971
19411031	-0.13333	-0.05179	-0.06203	-0.06863
19411129	-0.03258	-0.01937	-0.03421	-0.04211
19411231	0.022749	-0.04673	-0.08189	-0.04506
19420131	0.018779	0.007158	0.130814	0.013809
19420228	-0.04148	-0.02415	-0.01758	-0.02497
19420331	-0.07789	-0.06566	-0.05224	-0.06752
19420430	-0.02646	-0.04315	-0.04626	-0.0437
19420529	0.086957	0.061047	0.028879	0.063969
19420630	0.049	0.025482	0.025086	0.018405
19420731	0.014493	0.034877	0.046405	0.031325
19420831	0.009524	0.018656	0.028304	0.007009
19430630	0.055263	0.016911	0.010979	0.019818
19430731	-0.08176	-0.04621	-0.06434	-0.05425

(a) Compute the sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum of each simple return series.

(b) Transform the simple returns to log returns and redo part (a).

(c) Test the null hypothesis that the mean of the log returns of “ge” stock is zero. Use 5% significance level to draw your conclusion.

So far I have:

install.packages("fBasics")

library(fBasics)

data = read.table("assignment_1.txt", head=T)

head(data)

dim(data)

agn = data$ge

agn = data$vw

agn = data$ew

agn = data$sp

Everything after this gives me errors so I'm not sure where to go or if I'm beginning it right.