48 Industries Since 1963

August 7, 2012
By

(This article was first published on Timely Portfolio, and kindly contributed to R-bloggers)

Please see http://timelyportfolio.blogspot.com/search/label/horizonplot for all horizon plot posts.

Once more thanks to Ken French for his data, we can accomplish something I think is fairly amazing.  In 640×800, we can see 250 day rollling returns for 48 U.S. industries since 1963.

From TimelyPortfolio

R code in GIST (do raw for copy/paste):

To leave a comment for the author, please follow the link and comment on their blog: Timely Portfolio.

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: , , ,

Comments are closed.

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training



http://www.eoda.de







ODSC

ODSC

CRC R books series











Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)