(a) Compute the sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum of each simple return series. (Hint: use the R command basicStats of fBasics)
时间: 2024-01-01 22:03:37 浏览: 112
As an AI language model, I do not have access to data or R programming language. However, I can provide you with the general steps to compute the sample mean, standard deviation, skewness, excess kurtosis, minimum, and maximum of each simple return series using R and the `basicStats` function from the `fBasics` package:
1. Load the `fBasics` package using the `library()` function.
2. Import your data into R and store it in a data frame.
3. Use the `basicStats()` function from the `fBasics` package to compute the sample statistics for each simple return series. This function takes a matrix or data frame as its argument and returns a list of summary statistics including the mean, standard deviation, skewness, excess kurtosis, minimum, and maximum.
Here is an example code snippet that demonstrates the usage of `basicStats()` function:
```
library(fBasics)
# Import data into a data frame
data <- read.csv("simple_returns.csv")
# Compute sample statistics for each simple return series
stats <- basicStats(as.matrix(data))
# Print the results
print(stats)
```
Note that you would need to replace "simple_returns.csv" with the name of your actual data file. Additionally, you may need to modify the argument of the `basicStats()` function to match the structure of your data.
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