rScatterReturns {realized} | R Documentation |
Creates a scatterplot of cross returns.
rScatterReturns(x, y, period, align.period = 1, numbers = FALSE, xlim = NULL, ylim = NULL, plotit = TRUE, pch = NULL, cts = TRUE, makeReturns = FALSE, ...)
x |
RealizedObject or TimeSeries for S+ |
y |
RealizedObject or TimeSeries for S+ |
period |
Sampling period |
align.period |
Align the returns to this period first |
cts |
Create calendar time sampling if a non realizedObject is passed |
makeReturns |
Prices are passed make them into log returns |
plotit |
T for plot |
numbers |
T for count |
pch |
type of point |
ylim |
ylimit |
xlim |
xlimit |
... |
... |
Scatterplot of returns.
Scott Payseur <spayseur@u.washington.edu>
S. W. Payseur. A One Day Comparison of Realized Variance and Covariance Estimators. Working Paper: University of Washington, 2007
data(msft.real.cts) data(ge.real.cts) par(mfrow=c(2,1)) rScatterReturns(msft.real.cts[[1]],y=ge.real.cts[[1]], period=1, align.period=20,ylab="GE",xlab="MSFT",numbers=FALSE) rScatterReturns(msft.real.cts[[1]],y=ge.real.cts[[1]], period=1, align.period=20,ylab="GE",xlab="MSFT",numbers=TRUE)