#EE 435 Naravitch 
setwd("/Users/naravitch/Desktop/BE/EE435/Assignment3")
cat(rep("\n",50))  #clear R Console
#install.packages("quantmod")  
#install.packages("fBasics") 
#install.packages("sn")  
#install.packages("PerformanceAnalytics") 
#install.packages("car") 
#install.packages("tseries")  
#install.packages("forecast") 
library(quantmod) 
library(fBasics)
library(sn)
library(PerformanceAnalytics)
library(car)
library(tseries)
library(forecast)

#1


gdp=q.gdpmc1[,4]
loggdp=log(gdp)
growth=diff(loggdp)
length(gdp)
tdx=c(1:263)/4+1946
plot(tdx,growth,xlab='year',ylab='growth',type='l')

t.test(growth)

Box.test(growth,lag=12,type='Ljung')

#2
amazon=d.amzn3dx[,2]
vw=d.amzn3dx[,3]
ew=d.amzn3dx[,4]
sp=d.amzn3dx[,5]
table.Stats(amazon)
table.Stats(vw)
table.Stats(ew)
table.Stats(sp)


logamazon=log(amazon+1)
table.Stats(logamazon)
logvw=log(vw+1)
table.Stats(logvw)
logew=log(ew+1)
table.Stats(logew)
logsp=log(sp+1)
table.Stats(logsp)

t.test(logamazon)

hist(logamazon, breaks = 40 , col='pink')
chart.Histogram(logamazon,methods = c("add.normal"))

#3
ABT=m.abt3dx[,2]
vw=m.abt3dx[,3]
ew=m.abt3dx[,4]
sp=m.abt3dx[,5]

table.Stats(ABT)
table.Stats(vw)
table.Stats(ew)
table.Stats(sp)

logABT=log(ABT+1)
logvw=log(vw+1)
logew=log(ew=1)
logsp=log(sp+1)

t.test(logABT)
hist(logABT, breaks = 40 , col='pink')


#4
t.test(logvw)

T=length(logvw)
T

m3vw=skewness(logvw)
tst=m3vw/sqrt(6/T)
pv=2*pnorm(tst)

k=kurtosis(logvw)
k

tstk=k/sqrt(24/T)
tstk

pvk=2*(1-pnorm(tstk))
pvk


#5

T1=length(logamazon)
T1

m3a=skewness(logamazon)
tst=m3a/sqrt(6/T1)
tst

pv5m=2*(1-pnorm(tst))
pv5m


k1=kurtosis(logamazon)
k1

tstk1=k/sqrt(24/T1)
tstk1

pv5k=2*(1-pnorm(tstk1))
pv5k

t.test(logamazon)


acfamazon=acf(logamazon)
names(acfamazon)
acfamazon$acf


pacfamazon=pacf(logamazon)
names(pacfamazon)
pacfamazon$acf

Box.test(logamazon,lag=12,type='Ljung')


#6
rex=d.exuseu[,4]
logrex=diff(log(rex))
table.Stats(logrex)

plot(logrex)

t.test(logrex)