GetSymbols("SNP", from="2004-01-01", to=Sys.Date())
[1] "SNP">chartSeries(Cl(SNP))
Hit <Return> to see next plot:
> ret <- dailyReturn(Cl(SNP), type='log')
> par(mfrow=c(2,2))
> acf(ret, main="Return ACF");
Hit <Return> to see next plot:
> pacf(ret, main="Return PACF");
> acf(ret^2, main="Squared return ACF");
> pacf(ret^2, main="Squared return PACF")
> par(mfrow=c(1,1))
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