hw1 - ORIE 4630 D. Ruppert Homework #1 due Friday, Sep 3,...

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ORIE 4630 — D. Ruppert Homework #1 — due Friday, Sep 3, 2010 Note: Students are required to work independently on homework. 1. This problem introduces you to some R functions that are useful for the analysis of financial markets data. If this is your first experience using R , then you should consult the document Using R on the course’s Blackboard site and the document An Introduction to R which can be downloaded from CRAN and may be available from R ’s help menu. First, use the following command to load the Ecdat package which contains economic and financial data: library(Ecdat) . Note: You must install the Ecdat package on your computer before you can load it. Installing a package puts it on your hard disk, while loading puts it into memory. If you are using a computer in one of the ORIE labs, then it is likely that the Ecdat package is already installed. For this problem, you will use the data set CRSPday (CRSP daily returns). To learn about this data set, use the command ?CRSPday
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This note was uploaded on 09/20/2011 for the course ORIE 4630 at Cornell University (Engineering School).

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hw1 - ORIE 4630 D. Ruppert Homework #1 due Friday, Sep 3,...

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