pendensity (version 0.2.5)

Allianz: Daily final prices (DAX) of the German stock Allianz in the years 2006 and 2007

Description

Containing the daily final prices of the German stock Allianz in the years 2006 and 2007.

Usage

data(Allianz)

Examples

data(Allianz)

form<-'%d.%m.%y'

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
d.Allianz <- diff(data.Allianz)

#estimating the density
density.Allianz <- pendensity(d.Allianz~1,)
plot(density.Allianz)