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.
Cet exercice fait partie du cours
Visualizing Time Series Data in R
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
rtn
and add a red reference line showing the normal distribution
Exercice interactif pratique
Essayez cet exercice en complétant cet exemple de 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