A comprehensive time series diagnostic
Each plotting function that you've learned so far provides a different piece of insight about a time series. By putting together the histogram, the box and whisker plot, the autocorrelogram, and the q-q plot, you can gather a lot of useful information about time series behavior.
In this exercise, you will explore the ExxonMobil return data in the rtn series available in your workspace.
This exercise is part of the course
Visualizing Time Series Data in R
Exercise instructions
- Draw a histogram of
rtn, scale it to a probability density, and add a red line to the plot showing the density ofrtn - Draw a boxplot of
rtn - Draw an autocorrelogram of
rtn - Draw a q-q plot of
rtnand add a red reference line showing the normal distribution
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Draw histogram and add red density line
# Draw box and whisker plot
# Draw autocorrelogram
# Draw q-q plot and add a red line for normality