# 
# Written by:
# -- 
# John L. Weatherwax                2009-04-21
# 
# email: wax@alum.mit.edu
# 
# Please send comments and especially bug reports to the
# above email address.
# 
#-----

set.seed(66)

require(graphics)

# gets all of the data: 
data = read.csv("GE_20100102_20100604.csv",head=TRUE,sep=",")

# get the log of the closing prices:
lcp  = log( data[,5] )
#lcp  = log( data[,7] )
npts = length(lcp) 

postscript(file="../../WriteUp/Graphics/Chapter2/fig_2_6_a.eps", onefile=FALSE, horizontal=FALSE)
plot( 1:npts, lcp, 'o', main="GE Series", xlab="index",ylab="log(closing price)")
dev.off()

# take the difference:
dlcp = diff(lcp)

postscript(file="../../WriteUp/Graphics/Chapter2/fig_2_6_b.eps", onefile=FALSE, horizontal=FALSE)
plot( 1:length(dlcp), dlcp, 'o', main="GE rate of return", xlab="index",ylab="returns")
dev.off()

# plot a QQ plot of these returns:
postscript(file="../../WriteUp/Graphics/Chapter2/fig_2_6_c.eps", onefile=FALSE, horizontal=FALSE)
qqnorm(dlcp) 
qqline(dlcp)
dev.off()

# plot the autocorrelation function:
postscript(file="../../WriteUp/Graphics/Chapter2/fig_2_6_d.eps", onefile=FALSE, horizontal=FALSE)
acf(dlcp)
dev.off()