收盘价对数收益率matlab,R语言怎么把股票日收盘价转换成对数收益率

2020-09-04 13:08黄益汉 客户经理

acf(int[,2], lag.max = 15,type = "correlation", plot = TRUE,main='int monthly

acf(int.l[,2], lag.max = 15,type = "correlation", plot = TRUE,main='int monthly

log return')

Box.test(int[,2], lag = 5, type = "Ljung-Box")

Box.test(int[,2], lag = 10, type = "Ljung-Box")

Box.test(int.l[,2], lag = 5, type = "Ljung-Box")

Box.test(int.l[,2], lag = 10, type = "Ljung-Box")

运行结果有以下错误，怎么办？

> int

错误于file(file, "rt") : 无法打开链结

此外: 警告信息：

In file(file, "rt") :

无法打开文件'd-intc7208.txt': No such file or directory

+ acf(int.l[,2], lag.max = 15,type = "correlation", plot = TRUE,main='int monthly

错误: 意外的符号 in:

"

acf(int.l[,2], lag.max = 15,type = "correlation", plot = TRUE,main='int"

> log return')

错误: 意外的符号 in "log return"