library("forecast")
library("e1071") # kurtosis
source("http://ptrckprry.com/course/forecasting/code/ad.test.R") # ad.test
Daily Adjusted Close
data <- read.csv("http://ptrckprry.com/course/forecasting/data/nasdaq.csv")
date <- as.Date(data$date)
time <- seq_along(date)
NASDAQ <- data$nasdaq
plot(date, NASDAQ, type="l", col=2)
diff.NASDAQ <- c(NA, diff(NASDAQ))
plot(date, diff.NASDAQ, type="l", col=2)
log.NASDAQ <- log(NASDAQ)
plot(date, log.NASDAQ, type="l", col=2)