基本的程式筆記設定，安裝、載入一些基本的套件

rm(list=ls(all=T))
knitr::opts_chunk$set(comment = NA)
knitr::opts_knit$set(global.par = TRUE)
par(cex=0.8); options(scipen=20, digits=4, width=90)
if(!require(pacman)) install.packages("pacman")
pacman::p_load(magrittr)

以上這些程式碼請大家不要去改動

股票動態

股票市場是買賣雙方交易公司股票的地方，也是個人和公司投資的最受歡迎的方式之一。現在估計世界股票市場規模達到數兆。紐約證券交易所位於紐約市，是世界上最大的股票市場。 紐約證券交易所約有2,800家上市公司。在這個問題上，我們將看看其中五家公司的每月股價：IB、通用電氣（GE）、寶潔、可口可樂和波音。此問題中使用的數據來自Infochimps。

使用read.csv()下載並讀取以下文件：

分別存入資料框IBM、GE、ProcterGamble、CocaCola和Boeing， 每個資料框都有兩個變量，描述如下：

在這個案例，我們將看看這些公司的股票動態如何隨著時間的推移而發生變化。


Section-1 Summary Statistics

§ 1.1 Our five datasets all have the same number of observations. How many observations are there in each data set?

IBM = read.csv('data/IBMstock.csv')
GE = read.csv('data/GEstock.csv')
PG = read.csv('data/ProcterGambleStock.csv')
CO = read.csv('data/CocaColastock.csv')
BOE = read.csv('data/Boeingstock.csv')

§ 1.2 What is the earliest year in our datasets?

IBM$Date = as.character(IBM$Date) %>% as.Date('%m/%d/%y')
GE$Date = as.character(GE$Date) %>% as.Date('%m/%d/%y')
PG$Date = as.character(PG$Date) %>% as.Date('%m/%d/%y')
CO$Date = as.character(CO$Date) %>% as.Date('%m/%d/%y')
BOE$Date = as.character(BOE$Date) %>% as.Date('%m/%d/%y')
min(IBM$Date)
[1] "1970-01-01"

§ 1.3 What is the latest year in our datasets?

max(IBM$Date)
[1] "2009-12-01"


💡 資料框的序列 a list of data.frame

L = list(
  IBM = read.csv('data/IBMstock.csv'),
  GE = read.csv('data/GEstock.csv'),
  PG = read.csv('data/ProcterGambleStock.csv'),
  CO = read.csv('data/CocaColastock.csv'),
  BOE = read.csv('data/Boeingstock.csv'))
for(i in 1:length(L)) {
  L[[i]]$Date = as.character(L[[i]]$Date) %>% as.Date('%m/%d/%y')
  }
lapply(L, function(df) range(df$Date))
$IBM
[1] "1970-01-01" "2009-12-01"

$GE
[1] "1970-01-01" "2009-12-01"

$PG
[1] "1970-01-01" "2009-12-01"

$CO
[1] "1970-01-01" "2009-12-01"

$BOE
[1] "1970-01-01" "2009-12-01"

§ 1.4 What is the mean stock price of IBM over this time period?

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§ 1.5 What is the minimum stock price of General Electric (GE) over this time period?

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§ 1.6 What is the maximum stock price of Coca-Cola over this time period?

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§ 1.7 What is the median stock price of Boeing over this time period?

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§ 1.8 What is the standard deviation of the stock price of Procter & Gamble over this time period?

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💡 內建的統計量功能：mean(), median(), sd(), min(), max(), range(), summary()


Section-2 Visualizing Stock Dynamics

§ 2.1 Around what year did Coca-Cola has its highest stock price in this time period? Around what year did Coca-Cola has its lowest stock price in this time period?

plot(CO$Date, CO$StockPrice, type='l')

§ 2.2 In March of 2000, the technology bubble burst, and a stock market crash occurred. According to this plot, which company’s stock dropped more?

plot(IBM$Date, IBM$StockPrice, type='l', col='orange')
lines(GE$Date, GE$StockPrice, type='l', col='cyan')
lines(BOE$Date, BOE$StockPrice, type='l', col='pink')
lines(CO$Date, CO$StockPrice, type='l', col='green')
lines(PG$Date, PG$StockPrice, type='l', col='blue')
abline(v=as.Date(c("2000-03-01","1983-01-01","1984-01-01")),col='gray',lty=3)

§ 2.3 (a) Around 1983, the stock for one of these companies (Coca-Cola or Procter and Gamble) was going up, while the other was going down. Which one was going up?

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  1. In the time period shown in the plot, which stock generally has lower values?
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Section-3 Visualizing Stock Dynamics 1995-2005

§ 3.1 Which stock fell the most right after the technology bubble burst in March 2000?

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§ 3.2 Which stock reaches the highest value in the time period 1995-2005?

plot(IBM$Date, IBM$StockPrice, type='l', col='orange', 
     xlim=as.Date(c('1995-01-01','2005-12-01')), ylim=c(0,250))
lines(GE$Date, GE$StockPrice, type='l', col='cyan')
lines(BOE$Date, BOE$StockPrice, type='l', col='pink')
lines(CO$Date, CO$StockPrice, type='l', col='green')
lines(PG$Date, PG$StockPrice, type='l', col='blue')

§ 3.3 In October of 1997, there was a global stock market crash that was caused by an economic crisis in Asia. Comparing September 1997 to November 1997, which companies saw a decreasing trend in their stock price? (Select all that apply.)

IBM$StockPrice[ IBM$Date %in% as.Date(c("1997-09-01", "1997-11-01")) ]
[1] 101.5 102.2
sapply(L, function(df){
  df$StockPrice[ df$Date %in% as.Date(c("1997-09-01", "1997-11-01")) ]
  })
       IBM    GE    PG    CO   BOE
[1,] 101.5 67.63 114.1 59.31 54.10
[2,] 102.2 69.56  73.4 59.40 48.34

§ 3.4 In the last two years of this time period (2004 and 2005) which stock seems to be performing the best, in terms of increasing stock price?

plot(IBM$Date, IBM$StockPrice, type='l', col='orange', 
     xlim=as.Date(c('2004-01-01','2005-12-01')), ylim=c(0,120))
lines(GE$Date, GE$StockPrice, type='l', col='cyan')
lines(BOE$Date, BOE$StockPrice, type='l', col='pink')
lines(CO$Date, CO$StockPrice, type='l', col='green')
lines(PG$Date, PG$StockPrice, type='l', col='blue')