Question
daily data of MICROSOFT stock insert the R script 2) Calculate the log of the series and plot and roduce and report all descriptive statistics
daily data of MICROSOFT stock
insert the R script
2) Calculate the log of the series and plot and roduce and report all descriptive statistics (mean, variance, volatility, skewness and excess kurtosis) of the underlying time series (you will need to provide all relevant equations clearly written in equation editor). Some functions are given below. In particular:
Using the function diff() in the correct manner create your log-returns rets. Plot your log- returns. Working on log-returns: Description R function Mean mean() Standard deviation sd() Variance var() Minimum min() Maximum maximum() Median median() Range of values (minimum and maximum) range() Sample quantiles quantile()
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