Allianz {pendensity} | R Documentation |
Containing the daily final prices of the German stock Allianz in the years 2006 and 2007.
data(Allianz)
A data frame with 507 observations of the following 2 variables.
Datum
Schluss
www.handelsblatt.de
data(Allianz) form<-'%d.%m.%y %H:%M' time.Allianz <- strptime(Allianz[,1],form) #looking for all dates in 2006 data.Allianz <- Allianz[which(time.Allianz$year==106),2] #building differences of first order Allianz1 <- c() for(i in 2:length(data.Allianz)) Allianz1[i-1] <- data.Allianz[i]-data.Allianz[i-1] #estimating the density density.Allianz <- pendensity(Allianz1~1) plot(density.Allianz)