From 506a1b17deee55fb53279bd59a80d30dbe5cdd39 Mon Sep 17 00:00:00 2001
From: Eduardo Junior <edujrrib@gmail.com>
Date: Sat, 29 Apr 2017 18:00:36 -0300
Subject: [PATCH] =?UTF-8?q?Inclus=C3=A3o=20de=20s=C3=A9ries=20temporais=20?=
=?UTF-8?q?reais=20-=20S=C3=A9rie=20A9?=
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R/MorettinA9.R | 78 ++
data-raw/MorettinA9.1.txt | 1499 +++++++++++++++++++++++++++++++++++++
data-raw/MorettinA9.2.txt | 1499 +++++++++++++++++++++++++++++++++++++
data-raw/MorettinA9.3.txt | 1499 +++++++++++++++++++++++++++++++++++++
data-raw/MorettinA9.4.txt | 88 +++
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data-raw/MorettinA9.6.txt | 1499 +++++++++++++++++++++++++++++++++++++
data-raw/MorettinA9.7.txt | 1038 +++++++++++++++++++++++++
data-raw/MorettinA9.8.txt | 1494 ++++++++++++++++++++++++++++++++++++
data/MorettinA9.rda | Bin 0 -> 39680 bytes
man/MorettinA9.Rd | 85 +++
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diff --git a/R/MorettinA9.R b/R/MorettinA9.R
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+#' @name MorettinA9
+#' @title Séries Temporais sobre o Mercado Financeiro
+#' @description Séries temporais dos preços de ações de diferentes
+#' empresas e dos valores do Ãndice da bolsa de valores de São
+#' Paulo. As séries denotadas com prefixo \code{D} são referentes a
+#' observações diárias, apenas dias utéis (irregularmente espaçadas,
+#' classe \code{\link[zoo]{zoo}}) e as com prefixo \code{M} são
+#' refententes a observações mensais.
+#' @format Uma lista de sete elementos, em que
+#'
+#' \describe{
+#'
+#' \item{\code{D-IBV}}{São 1498 observações diárias do Ãndice da bolsa
+#' de valores (IBV) de São Paulo de 3 de janeiro de 1995 a 27 de
+#' dezembro de 2000.}
+#'
+#' \item{\code{D-PETRO}}{São 1498 observações diárias dos valores das
+#' ações preferencias da Petrobras (Petrobras PN) de 3 de janeiro de
+#' 1995 a 27 de dezembro de 2000.}
+#'
+#' \item{\code{D-BANESPA}}{São 1498 observações diárias dos valores das
+#' ações preferencias do Banco do Estado de São Paulo (Banespa PN)
+#' de 3 de janeiro de 1995 a 27 de dezembro de 2000.}
+#'
+#' \item{\code{M-IBV}}{São 87 observações mensais do Ãndice da bolsa de
+#' valores (IBV) de São Paulo de junho de 1994 a agosto de 2001.}
+#'
+#' \item{\code{M-SP}}{São 87 observações mensais do Ãndice Standard &
+#' Poor's 500 (S&P 500) junho de 1994 a agosto de 2001. S&P 500 é um
+#' Ãndice do mercado acionário norte-americano baseado em 500 ativos
+#' de empresas com ações listadas nas bolsas de NYSE ou NASDAQ.}
+#'
+#' \item{\code{D-CEMIG}}{São 1498 observações diárias dos valores das
+#' ações da Companhia Energética de Minas Gerais (CEMIG)
+#' de 3 de janeiro de 1995 a 27 de dezembro de 2000.}
+#'
+#' \item{\code{D-GLOBO}}{São 1037 observações diárias dos valores das
+#' ações da Globo Cabo de 6 de novembro de 1996 a 27 de dezembro de
+#' 2000.}
+#'
+#' \item{\code{D-TAM}}{São 1493 observações diárias dos valores das
+#' ações da TAM Linhas Aéreas SA de 10 de janeiro de 1995 a 27 de
+#' dezembro de 2000.}
+#'
+#' }
+#'
+#' @keywords TS TSI
+#' @source MORETTIN, TOLOI (2006), Série A9 - Mercado Financeiro,
+#' descrita no CapÃtulo 1 pág. 17 e mencionada em diversas páginas.
+#' @examples
+#'
+#' data(MorettinA9)
+#' str(MorettinA9)
+#'
+#' # EstatÃsticas pontuais das séries
+#' sapply(MorettinA9, summary)
+#'
+#' # Selecionando as séries individuais
+#' (namesA9 <- names(MorettinA9))
+#' (IBV <- MorettinA9[["M-IBV"]])
+#'
+#' # Visualização das séries
+#' library(lattice)
+#' library(zoo)
+#'
+#' xyplot(MorettinA9[["D-BANESPA"]], type = c("o", "g"), pch = 20)
+#' xyplot(MorettinA9[["M-SP"]], type = c("o", "g"), pch = 20)
+#'
+#' # Juntando e visualizando as séries de mesma periodicidade
+#' index_daily <- grepl("^D", namesA9)
+#'
+#' series_daily <- do.call(merge, MorettinA9[index_daily])
+#' series_monthly <- do.call(ts.union, MorettinA9[!index_daily])
+#'
+#' xyplot(series_daily, type = c("o", "g"), pch = 20, layout = c(2, NA))
+#' xyplot(series_monthly, type = c("o", "g"), pch = 20)
+#'
+NULL
diff --git a/data-raw/MorettinA9.1.txt b/data-raw/MorettinA9.1.txt
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diff --git a/data-raw/MorettinA9.2.txt b/data-raw/MorettinA9.2.txt
new file mode 100644
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diff --git a/data-raw/MorettinA9.3.txt b/data-raw/MorettinA9.3.txt
new file mode 100644
index 00000000..8ba53491
--- /dev/null
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diff --git a/data-raw/MorettinA9.6.txt b/data-raw/MorettinA9.6.txt
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diff --git a/data-raw/MorettinA9.8.txt b/data-raw/MorettinA9.8.txt
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diff --git a/man/MorettinA9.Rd b/man/MorettinA9.Rd
new file mode 100644
index 00000000..db0702ba
--- /dev/null
+++ b/man/MorettinA9.Rd
@@ -0,0 +1,85 @@
+% Generated by roxygen2: do not edit by hand
+% Please edit documentation in R/MorettinA9.R
+\name{MorettinA9}
+\alias{MorettinA9}
+\title{Séries Temporais sobre o Mercado Financeiro}
+\format{Uma lista de sete elementos, em que
+
+\describe{
+
+\item{\code{D-IBV}}{São 1498 observações diárias do Ãndice da bolsa
+ de valores (IBV) de São Paulo de 3 de janeiro de 1995 a 27 de
+ dezembro de 2000.}
+
+\item{\code{D-PETRO}}{São 1498 observações diárias dos valores das
+ ações preferencias da Petrobras (Petrobras PN) de 3 de janeiro de
+ 1995 a 27 de dezembro de 2000.}
+
+\item{\code{D-BANESPA}}{São 1498 observações diárias dos valores das
+ ações preferencias do Banco do Estado de São Paulo (Banespa PN)
+ de 3 de janeiro de 1995 a 27 de dezembro de 2000.}
+
+\item{\code{M-IBV}}{São 87 observações mensais do Ãndice da bolsa de
+ valores (IBV) de São Paulo de junho de 1994 a agosto de 2001.}
+
+\item{\code{M-SP}}{São 87 observações mensais do Ãndice Standard &
+ Poor's 500 (S&P 500) junho de 1994 a agosto de 2001. S&P 500 é um
+ Ãndice do mercado acionário norte-americano baseado em 500 ativos
+ de empresas com ações listadas nas bolsas de NYSE ou NASDAQ.}
+
+\item{\code{D-CEMIG}}{São 1498 observações diárias dos valores das
+ ações da Companhia Energética de Minas Gerais (CEMIG)
+ de 3 de janeiro de 1995 a 27 de dezembro de 2000.}
+
+\item{\code{D-GLOBO}}{São 1037 observações diárias dos valores das
+ ações da Globo Cabo de 6 de novembro de 1996 a 27 de dezembro de
+ 2000.}
+
+\item{\code{D-TAM}}{São 1493 observações diárias dos valores das
+ ações da TAM Linhas Aéreas SA de 10 de janeiro de 1995 a 27 de
+ dezembro de 2000.}
+
+}}
+\source{
+MORETTIN, TOLOI (2006), Série A9 - Mercado Financeiro,
+ descrita no CapÃtulo 1 pág. 17 e mencionada em diversas páginas.
+}
+\description{
+Séries temporais dos preços de ações de diferentes
+ empresas e dos valores do Ãndice da bolsa de valores de São
+ Paulo. As séries denotadas com prefixo \code{D} são referentes a
+ observações diárias, apenas dias utéis (irregularmente espaçadas,
+ classe \code{\link[zoo]{zoo}}) e as com prefixo \code{M} são
+ refententes a observações mensais.
+}
+\examples{
+
+data(MorettinA9)
+str(MorettinA9)
+
+# EstatÃsticas pontuais das séries
+sapply(MorettinA9, summary)
+
+# Selecionando as séries individuais
+(namesA9 <- names(MorettinA9))
+(IBV <- MorettinA9[["M-IBV"]])
+
+# Visualização das séries
+library(lattice)
+library(zoo)
+
+xyplot(MorettinA9[["D-BANESPA"]], type = c("o", "g"), pch = 20)
+xyplot(MorettinA9[["M-SP"]], type = c("o", "g"), pch = 20)
+
+# Juntando e visualizando as séries de mesma periodicidade
+index_daily <- grepl("^D", namesA9)
+
+series_daily <- do.call(merge, MorettinA9[index_daily])
+series_monthly <- do.call(ts.union, MorettinA9[!index_daily])
+
+xyplot(series_daily, type = c("o", "g"), pch = 20, layout = c(2, NA))
+xyplot(series_monthly, type = c("o", "g"), pch = 20)
+
+}
+\keyword{TS}
+\keyword{TSI}
--
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