Hedge Fund Index

CISDM Equal Weighted Hedge Fund Index NAV, Monthly, 1990 - Present

# Remove earlier time points
data <- read.csv("http://ptrckprry.com/course/forecasting/data/hedge.csv")
data$date <- as.Date(data$date)
data <- subset(data, date >= "1990-01-01")

# Extract returns
hedge <- data$return
n <- length(hedge)
time <- 1:n
plot(time, hedge, type="l", col=1)

White Noise

wn <- rnorm(n)
plot(time, wn, type="l", col=2)