0 20 40 60 80 100 120
24
25
26
27
28
29
30
31
32
33
34
0 2 4 6 8 10 12 14 16 18 20
Lag
-0.2
0
0.2
0.4
0.6
0.8
1
Sample Partial Autocorrelations
Sample Partial Autocorrelation Function
ans =
desc: 000002.txt
freq: Unknown (0)
'dates: (5)' 'series1: (5)'
'02-Jan-2020' [ 32.56]
'03-Jan-2020' [ 32.05]
'06-Jan-2020' [ 31.51]
'07-Jan-2020' [ 31.76]
'08-Jan-2020' [ 31.68]
ans =
desc: 000002.txt
freq: Unknown (0)
'dates: (5)' 'series2: (5)'
'02-Jan-2020' [ 33.6]
'03-Jan-2020' [ 32.81]
'06-Jan-2020' [ 31.76]
'07-Jan-2020' [ 31.93]
'08-Jan-2020' [ 31.77]
ans =
desc: 000002.txt
freq: Unknown (0)
'dates: (5)' 'series3: (5)'
'02-Jan-2020' [ 32.51]
'03-Jan-2020' [ 31.78]
'06-Jan-2020' [ 31.25]
'07-Jan-2020' [ 31.35]
'08-Jan-2020' [ 31.05]
ans =
desc: 000002.txt
freq: Unknown (0)
'dates: (5)' 'series4: (5)'
'02-Jan-2020' [ 32.8]
'03-Jan-2020' [ 32.71]
'06-Jan-2020' [ 31.75]
'07-Jan-2020' [ 31.61]
'08-Jan-2020' [ 31.3]
ret_close =
-0.0157873577676604
-0.0169922275974956
0.00790268060975174
-0.00252206943271016
0.0162808856041377
-0.023249554920231
0.0069686693160933
-0.00919619609236255
-0.0290906098536992
0.00131104574662322
-0.00229545927977082
-0.019559715238997
-0.0223435158283691
0.0303462260939931
-0.0382514056011063
-0.0845675370666954
0.0365017481553052
0.000723850918323166
0.00936268992785072
-0.0144406841547942
0.0416652752227527
0.0141993727700402
0
0.0294786718961397
0.0279853654180706
-0.0124144031483824
-0.0239532410224927
-0.00168492036491941
0.00672271439487648
-0.0203052661607455
-0.0120379785594791
0.0147692878709731
0.0262464595042831
-0.0147209081909119
