Proyecto que calcula la Ro de Spearman para dos activos acoplados. Google y Microsoft

Proyecto Administración Cuantitativa de Riesgos

Activos Acoplados Google y Microsoft

Omar Terrón Meza

21 Mayo 2018

#Proyecto que calcula la Ro de Spearman para dos activos acoplados. Google y Microsoft
GOOGLE<-read.csv("GOOG.csv")
MICROSOFT<-read.csv("MSFT.csv")
Precios_Google<-c(GOOGLE$Close)
Precios_Microsoft<-c(MICROSOFT$Close)
Precios_Google

##   [1]  805.020  819.310  823.870  835.670  832.150  823.310  802.320
##   [8]  796.790  795.695  798.530  801.490  801.340  806.970  808.380
##  [15]  809.560  813.670  819.240  820.450  818.980  824.160  828.070
##  [22]  831.660  830.760  831.330  828.640  829.280  823.210  835.240
##  [29]  830.630  829.080  827.780  831.910  835.370  838.680  843.250
##  [36]  845.540  845.620  847.200  848.780  852.120  848.400  830.460
##  [43]  829.590  817.580  814.430  819.510  820.920  831.410  831.500
##  [50]  829.560  838.550  834.570  831.410  827.880  824.670  824.730
##  [57]  823.350  824.320  823.560  837.170  836.820  838.210  841.650
##  [64]  843.190  862.760  872.300  871.730  874.250  905.960  912.570
##  [71]  916.440  927.040  931.660  927.130  934.300  932.170  928.780
##  [78]  930.600  932.220  937.080  943.000  919.620  930.240  934.010
##  [85]  941.860  948.820  954.960  969.540  971.470  975.880  964.860
##  [92]  966.950  975.600  983.680  976.570  980.940  983.410  949.830
##  [99]  942.900  953.400  950.760  942.310  939.780  957.370  950.630
## [106]  959.450  957.090  965.590  952.270  927.330  940.490  917.790
## [113]  908.730  898.700  911.710  906.690  918.590  928.800  930.090
## [120]  943.830  947.160  955.990  953.420  965.400  970.890  968.150
## [127]  972.920  980.340  950.700  947.800  934.090  941.530  930.500
## [134]  930.830  930.390  923.650  927.960  929.360  926.790  922.900
## [141]  907.240  914.390  922.670  922.220  926.960  910.980  910.670
## [148]  906.660  924.690  927.000  921.280  915.890  913.810  921.290
## [155]  929.570  939.330  937.340  928.450  927.810  935.950  926.500
## [162]  929.080  932.070  935.090  925.110  920.290  915.000  921.810
## [169]  931.580  932.450  928.530  920.970  924.860  944.490  949.500
## [176]  959.110  953.270  957.790  951.680  969.960  978.890  977.000
## [183]  972.600  989.250  987.830  989.680  992.000  992.180  992.810
## [190]  984.450  988.200  968.450  970.540  973.330  972.560 1019.270
## [197] 1017.110 1016.640 1025.500 1025.580 1032.480 1025.900 1033.330
## [204] 1039.850 1031.260 1028.070 1025.750 1026.000 1020.910 1032.500
## [211] 1019.090 1018.380 1034.490 1035.960 1040.610 1054.210 1047.410
## [218] 1021.660 1021.410 1010.170  998.680 1005.150 1018.380 1030.930
## [225] 1037.050 1041.100 1040.480 1040.610 1049.150 1064.190 1077.140
## [232] 1070.680 1064.950 1063.630 1060.120 1056.740 1049.370 1048.140
## [239] 1046.400 1065.000 1082.480 1086.400 1102.230 1106.940 1106.260
## [246] 1102.610 1105.520 1122.260 1121.760 1131.980 1129.790 1137.510
## [253] 1155.810 1169.970 1164.240 1170.370 1175.840 1175.580 1163.690
## [260] 1169.940 1167.700 1111.900 1055.800 1080.600 1048.580 1001.520
## [267] 1037.780 1051.940 1052.100 1069.700 1089.520 1094.800 1102.460
## [274] 1111.340 1106.630 1126.790 1143.750 1118.290 1104.730 1069.520
## [281] 1078.920 1090.930 1095.060 1109.640 1126.000 1160.040 1164.500
## [288] 1138.170 1149.490 1149.580 1135.730 1099.820 1097.710 1090.880
## [295] 1049.080 1021.570 1053.210 1005.100 1004.560 1031.790 1006.470
## [302] 1013.410 1025.140 1027.810 1007.040 1015.450 1031.640 1019.970
## [309] 1032.510 1029.270 1037.980 1074.160 1072.080 1087.700 1072.960
## [316] 1067.450 1019.980 1021.180 1040.040 1030.050 1017.330 1037.310
## [323] 1024.380 1023.720 1048.210 1054.790 1053.910 1082.760 1097.570
## [330] 1098.260 1100.200 1079.230 1081.770 1078.590 1066.360

Precios_Microsoft

##   [1] 62.74 62.96 63.52 63.68 64.27 65.78 65.13 64.65 63.58 63.17 63.68
##  [12] 63.64 63.43 63.34 64.06 64.00 64.72 64.57 64.53 64.52 64.62 64.49
##  [23] 64.36 64.62 64.62 64.23 63.98 64.94 64.01 64.25 64.27 64.40 64.99
##  [34] 64.73 64.93 64.71 64.41 64.75 64.64 64.87 64.93 64.21 65.03 64.87
##  [45] 64.98 65.10 65.29 65.47 65.71 65.86 65.55 65.73 65.56 65.73 65.68
##  [56] 65.53 65.48 65.23 64.95 65.48 65.39 65.04 65.50 66.40 67.53 67.92
##  [67] 67.83 68.27 68.46 69.41 69.30 69.08 68.81 69.00 68.94 69.04 69.31
##  [78] 68.46 68.38 68.43 69.41 67.48 67.71 67.69 68.45 68.68 68.77 69.62
##  [89] 69.96 70.41 69.84 70.10 71.76 72.28 72.52 72.39 71.95 70.32 69.78
## [100] 70.65 70.27 69.90 70.00 70.87 69.91 70.27 70.26 71.21 70.53 69.21
## [111] 69.80 68.49 68.93 68.17 69.08 68.57 69.46 69.98 69.99 71.15 71.77
## [122] 72.78 73.35 73.30 73.86 74.22 73.79 73.60 74.19 74.05 73.16 73.04
## [133] 72.70 72.58 72.26 72.15 72.68 72.40 72.79 72.47 71.41 72.50 73.59
## [144] 73.22 73.65 72.40 72.49 72.15 73.16 72.72 72.69 72.82 72.83 73.05
## [155] 74.01 74.77 73.94 73.61 73.40 74.34 73.98 74.76 74.68 75.21 74.77
## [166] 75.31 75.16 75.44 74.94 74.21 74.41 73.26 73.26 73.85 73.87 74.49
## [177] 74.61 74.26 74.69 75.97 76.00 76.29 76.29 76.42 77.12 77.49 77.65
## [188] 77.59 77.61 77.91 78.81 78.83 78.86 78.63 78.76 83.81 83.89 83.18
## [199] 83.18 84.05 84.14 84.47 84.27 84.56 84.09 83.87 83.93 84.05 82.98
## [210] 83.20 82.40 82.53 83.72 83.11 83.26 83.87 84.88 83.34 84.17 84.26
## [221] 81.08 81.59 82.78 82.49 84.16 85.23 85.58 85.35 84.69 86.85 86.38
## [232] 85.83 85.52 85.50 85.51 85.40 85.71 85.72 85.54 85.95 86.35 87.11
## [243] 88.19 88.28 88.22 87.82 88.08 89.60 88.35 90.14 90.10 90.00 91.61
## [254] 91.90 91.82 92.33 94.06 93.92 92.74 95.01 94.26 91.78 88.00 91.33
## [265] 89.61 85.01 88.18 89.13 89.83 90.81 92.66 92.00 92.72 91.49 91.73
## [276] 94.06 95.42 94.20 93.77 92.85 93.05 93.64 93.32 93.86 94.43 96.54
## [287] 96.77 94.41 93.85 94.18 94.60 92.89 93.13 92.48 89.79 87.18 93.78
## [298] 89.47 89.39 91.27 88.52 89.71 92.33 92.38 90.23 90.77 92.88 91.86
## [309] 93.58 93.08 94.17 96.07 96.44 96.11 95.00 95.35 93.12 92.31 94.26
## [320] 95.82 93.52 95.00 93.51 94.07 95.16 96.22 95.81 96.94 97.91 97.70
## [331] 98.03 97.32 97.15 96.18 96.36

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