Chapter 2 Some commments on Assigment 8 (Exercise Day 9)

2.1 Open the code fold

2.2 Open the .Rproj file

2.3 Question 1-2

  1. Revise the R script fm_tidy_intro1.r to include the symbols you chose for analysis.

  2. Run/compile the script in 1 to create the R workspace: capm_analysis1.RData

2.4 Question 3

  1. Open/compile the script fm_tidy_capm_analysis1.R This program reads in R functions for analysis of the CAPM model of a sample stock and executes them for the entire analysis period of the stock. You should change line 348 to your own code.

2.5 Question 4

Open the script fm_tidy_capm_analysis2.R This program runs the same program for each of the stocks with symbols in list stocks. You should change line 18. For instance, change it to list_stock[5:8] if you want, but make sure that the index is valid to prevent “index out of bound” error.

2.6 Question 5

Open the script fm_tidy_capm_analysis2_Rev1.R This program implements applying CAPM analyses to one stock for separate periods of the data. For instance, you can change line 16 to list_stock[1] if you like.

Note that you do not need to finish R script capm_data0_Rev1.r in this assignment, but you can check it out if you want.