######################################

# Data downloaded from: 
# Yahoo from April 1985 - August 2014 (data in descending order, first is latest date)

# YAHOO SHARE PRICE 1996-2014

#####################################################################################

setwd("~/Dropbox/STAT673/Data/yahoo304.96.8.14.txt")

yahoo <- scan("yahoo304.96.8.14.txt")

yahoo <- yahoo[c(length(yahoo):1)]

# remove the first 10 years

yahoo.trunc <- yahoo[-c(1:3500)]

ylogdiff <- log(yahoo.trunc[-1]) - log(yahoo.trunc[-length(yahoo.trunc)])

T1 = abs(ylogdiff)

T2 = ylogdiff**2

T3 = ylogdiff**(1/2)