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ofe_symbols <- c("aegn","alnz","aviv","axao","bnkw","gnrl", "ingn","nrda","pczt","peko","plst","pzuo", "wrta") ofe_data <- list() for (ofe_symbol in ofe_symbols) { ofe_data[[ofe_symbol]] <- read.csv(paste(ofe_symbol,"_ofe_d.csv",sep=""),head=TRUE) colnames(ofe_data[[ofe_symbol]]) <- c("date","open","high","low","close") } # wszystkie daty wystepujace w danych dates <- sort(unique(unlist(lapply(ofe_data,function(x) as.character(x[,"date"]))))) # zestawiamy notowania wedlug dat price_matrix <- do.call(cbind, lapply(ofe_data, function(x) { dummy <- rep(NA,length(dates)) matching_dates <- match(x[,"date"],dates) dummy[matching_dates] <- x[,"close"] dummy }) ) # zestawienie notowan OFE: matplot(price_matrix,type="l",lty="solid",main="notowania OFE 1999-2011") x <- cor(price_matrix,use="complete.obs") y <- NA for (i in 1:(length(ofe_symbols)-1)) { for (j in (i+1):length(ofe_symbols)) { y <- c(y,x[i,j]) } } y <- y[-1] # wykres gestosci rozkladu wsp. korelacji: plot(density(y),type="l",main="Rozklad wsp. korelacji miedzy OFE") abline(v=mean(y),col="Orange",lty="dotted") title(paste("range = ",paste(format(range(y),digits=4),collapse=" ")),font.main=1,cex.main=0.8,line=1)
URL: http://www.reakkt.com/2012/01/some-thoughts-on-polish-pension-funds.html