iClick (version 1.6.1)

iClick.VisOneReturns: Visualize Asset Returns

Description

This GUI conducts plots of daily asset returns, including ACF, PACF, drawdowns, and Talyor effects.

Usage

iClick.VisOneReturns(dat)

Value

Output GUI

Arguments

dat

Time series object,xts.

Author

Ho Tsung-wu <[e-mail]>, College of Management, National Taiwan Normal University

Details

This GUI is designed for financial time series, maily daily stock returns. Other time series data works also, as long as it has a date column.

Examples

data("world20")
y=na.omit(diff(log(world20[,1])))

## Simulation data
#dat=rnorm(200,5,1)
#y=ts(dat, start = c(1970, 1), frequency = 12)
iClick.VisOneReturns(y)