search for: norm_fit

...=TRUE) sp500 <- sp500[,2] #only adjusted close n <- length(sp500) logr <- log(sp500[1:n-1] / sp500[2:n]) acf(logr) ar5 <- arima(logr, order = c(5, 0, 0), include.mean = T) logr<- ar5$res acf(logr) #fit GARCH distribution hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD') norm_fit <- normFit(logr) curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, add = TRUE, col=2) t_fit <- stdFit(logr) curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add = TRUE, col=6) snorm_fit <- snormFit(logr) curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], sn...

...<- sp500[,2] #only adjusted close n <- length(sp500) logr <- log(sp500[1:n-1] / sp500[2:n]) acf(logr) ar5 <- arima(logr, order = c(5, 0, 0), include.mean = T) logr<- ar5$res #remove mean acf(logr) #fit GARCH distribution hist(logr, freq = F, ylim = c(0, 12), breaks = 'FD') norm_fit <- normFit(logr) curve(dnorm(x, norm_fit$est[1], norm_fit$est[2]), -.15, .15, add = TRUE, col=2) t_fit <- stdFit(logr) curve(dstd(x, t_fit$est[1], t_fit$est[2], t_fit$est[3]), -.15, .15, add = TRUE, col=6) snorm_fit <- snormFit(logr) curve(dsnorm(x, snorm_fit$est[1], snorm_fit$est[2], sn...