金融实验2
原始数据
青岛啤酒收益率 上证指数收益率 -0.01182369 0.015433806 0.01519922 -0.01519922 -0.00030035 0.018157963 -0.01336323 0.002388774 -0.00029828 0.021252276 -0.00909497 -0.01185902 -0.00238877 -0.003397 0.002996706 -0.00509976 -0.03831886 0.014580683 0.001538699 0.009182801 0.0275991 0.024591403 -0.02874941 0.01242252 0.028685148 0.005128216 0.016627127 0.014428663 -0.02397662 0.005908021 0 -0.02384445 -0.02266221 0.02667598 0.003142411 0.00367 -0.00408 -0.00032 0.0039 -0.01797 0.030188 0.006013 -0.00698 -0.0107 0.013977 0.004801 -0.00563 0.00249 -0.00792 -0.00492 0.023806 0.005301 0.009912 0.001236 0.013986 0.003769 0.002047 0.000553 -0.00657 0.005719 -0.00447 -0.01609 0.005968 -0.03016 -0.00508 0.005024 -0.01406 0.008631 0.022388 -0.00258
-0.03717
0.045588772 0.023003 0.008658063 0.0033 0.001884 -0.0098 -0.0045816 -0.00245 -0.01713 -0.00346 -0.00938715 -0.01044 -0.00222161 -0.00995 -0.00445807 0.002783 0.003623697 0.003572 -0.02165743 -0.01699 0.002272083 0.007746 -0.00085143 0.026206 0.016054422 0.002959 -0.00111826 0.001735 0.0072409 -0.00067 -0.01849829 -0.01256 0.025692561 0.001561 0.0255865 -0.02863 -0.00918 0.000143 0.03097711 -0.001 -0.01163726 -0.00298 -0.02860422 -0.0011 0.02594039 -0.00618 -0.02048037 0.006393 0.0171278 0.000158 -0.00107181 -0.00296 -0.01376726 -0.00577 0.021511988 -0.01132 -0.00720868 0.0057 0.0111911 -0.00048 0.009493742 0.001733 0.010443959 0.02118 0.006730546 -0.0011 -0.02587365 -0.02604 0.011058565 0.015345 -0.01000008 -0.00861 -0.00079376 -0.00978 -0.02113226 -0.00174 0.010220638 0.014328 0.001604278 0.011571 0.003733338 0.001974
0.002848193 -0.00026621 -0.01070674 0.002687451 0.003750339 -0.03233538 0.009072227 0.00106 0.035957724 0.018799509 0 0.003357008 -0.01245152 -0.00130599 0.003912878 0.013447319 0.023608153 -0.00377027 -0.02035176 -0.00205814 -0.00283688 0.003094381 -0.00257799 -0.01194509 -0.01686025 0.0126717 -0.01028354 -0.00478216 0.0275788 -0.009775 -0.00943156 -0.04715949 0.007422714 -0.00274273 0.004658181 0.037558062 0.025219067 -0.0049 0.002833958 0.0117842 -0.00586512 0.008150835 0.003039516 0.004786 -0.00595 0.006188 -0.00219 -0.01117 0.003506 0.012067 0.013701 0.00747 0.002227 -0.00118 -0.01168 0.005638 0.001984 0.012241 0.001162 -0.0027 -0.00743 -0.00058 -0.01174 -0.00065 -0.01277 -0.01402 -0.0287 0.00635 -0.0027 0.001426 -0.00736 -0.02812 -0.00526 -0.05445 -0.0019 -0.0041 -0.00076 0.01486 0.00807 0.005656 -0.00614 0.005914 0.000549 -0.02468 0.00366
0.0005056 0.010560822 -0.00551795 0.0162157 -0.005484 -0.03420219 0.009235571 -0.01155785 0.018682565 0.0190866 -0.00199203 0.050782197 -0.02227904 0.012518218 -0.00961546 -0.0145988 0.01821544 0.009580912 0.021927084 -0.00702086 -0.02088353 0.021479 0.031791 -0.01629 0.009712 0.003069 -0.01012 -0.01058 -0.01531 0.006061 0.019323 -0.00517 -0.006 -0.00512 -0.01733 0.006937 0.001875 0.017534 0.000173 0.010325 0.004874 -0.00668
1. 做散点图
青岛啤酒与上证指数
0.040.030.020.010-0.06-0.04-0.02-0.010-0.02-0.03-0.04-0.05-0.060.020.040.060.080.1系列1线性(系列1)
2. 原始数据
青岛啤酒 上证380指数 -0.01182 0.009505 0.015434 0.010655 0.015199 0.001426 -0.0152 0.005763 -0.0003 -0.02298 0.018158 0.032419 -0.01336 0.0023 -0.0003 0.021252 -0.00909 -0.01186 -0.00239 -0.003 0.002997 -0.0051 -0.03832 0.014581 0.001539 0.009183 0.0276 0.024591 -0.02875 0.012423 0.028685 0.005128 0.016627 0.014429 -0.02398 0.005908 0 -0.02384 -0.02266 0.026676 0.003142 0.002848 0.0455 0.008658 0.001884 -0.00458 -0.01716 0.01744 -0.00078 -0.01171 0.014202 0.009431 -0.01517 0.004511 -0.01824 -0.00048 0.023198 0.005604 0.005085 -0.00333 0.008262 -0.00043 0.011963 0.00318 0.00282 0.014323 0.001827 -0.01829 0.017986 -0.0226 -0.00307
0.010034
-0.01358 0.002045 0.018318 0.00 -0.03327 0.018796 0.013786 -0.00823 -0.00772 -0.0005
-0.00939 -0.00222 -0.00446 0.003624 -0.02166 0.002272 -0.00085 0.016054 -0.00112 -0.0202 -0.00913 0.004338 0.001419 -0.0111 0.003905 0.023851 0.010658 0.001937 0.007246 -0.0185 0.025693 0.025587 -0.00918 0.030977 -0.011 -0.0286 0.02594 -0.02048 0.0171 -0.00107 -0.01377 0.021512 -0.00721 0.011191 0.009494 0.010444 0.006731 -0.02587 0.011059 -0.01 -0.00079 -0.02113 0.010221 0.001604 0.003733 -0.00027 -0.01071 0.002687 0.00375 -0.03234 0.009072 0.0011 0.035958 -0.00126 -0.00809 0.003238 -0.02576 -0.00024 0.004002 -0.01071 -0.0082 0.000508 0.006515 -0.00123 -0.00355 -0.00726 -0.01478 0.007061 0.004286 0.002317 0.020528 0.003697 -0.02811 0.01691 -0.01429 -0.01611 0.002354 0.017106 0.016504 0.002776 0.006718 -0.00182 0.008491 0.002425 -0.01096 0.0035 0.011416 0.012156
0.0188
0
0.003357 -0.01245 -0.00131 0.003913 0.013447 0.023608 -0.00377 0.006258 0.011212 -0.00424 -0.009 0.011798 0.007044 0.0055 0.007292 0.002076 -0.02035 -0.00206 -0.00284 0.003094 -0.00258 -0.01195 -0.01686 0.012672 -0.01028 -0.00478 0.027579 -0.0065 -0.00943 -0.04716 0.007423 -0.00274 0.004658 0.037558 0.025219 -0.004 0.002834 0.011765 -0.00587 0.008151 0.00304 0.000506 0.010561 -0.00552 0.016216 -0.005 -0.0342 0.009236 -0.01156 0.018683 0.019086 -0.00429 -0.00253 -0.02014 0.002051 -0.01651 -0.012 -0.02966 0.013826 0.0007 0.003945 -0.00671 -0.03028 -0.0038 -0.05716 -0.00493 0.012815 -0.01397 0.002208 0.018023 0.0139 -0.00263 0.006555 -0.00277 -0.03604 0.006271 0.026877 0.027887 -0.00952 0.016957 0.009269 -0.01287 -0.00465 -0.02325 0.015939 0.023251
-0.00199 0.050782 -0.02228 0.012518 -0.00962 -0.0146 0.018215 0.009581 0.021927 0.002104 -0.01436 -0.00374 -0.01558 -0.00203 0.002171 0.024411 0.002272 0.017436 -0.00702 -0.02088 0.022292 0.013048 0.021526 -0.013 -0.01154 -0.01544 -0.03211 0.005342 -0.00705 0.009709 -0.00873 -0.02068 0.01604 -0.00935 -0.00819 -0.01279 0.013036 0.033071
0
0.000241 0.009351 -0.00911 0.015297 0.004497 -0.00949 -0.00694 -0.00072 -0.02407 0.003194 -0.00098 -0.00172 0.019484 0.015319 0.011734 -0.00843 0.002792 0.00333 0.017294 0.004584 -0.00293 -0.01311 -0.01907 0.01744 -0.00346 0.004301 0.000335 -0.00279 0.024152 0.007959 -0.00034 0.000778 0.000671 -0.00216 0.011092 0.004744 0.000342 0.010611 0.012159 0.016251 -0.00499 0.002834 -0.0032 0.003257 -0.02002 0.010225 0.020686 0.004655 -0.00227
-0.00309 0.034195 -0.01344 -0.00468 -0.00777 -0.00997 0.036555 0.075537 0.001492 -0.0258 0.006033 0.013532 0.013175 0.013791 -0.00595 0.020437 0.011319 0.0044 -0.00107 -0.009 0.010283 0.041129 -0.02737 -0.02232 -0.0069 -0.01483 0.040048 -0.00529 -0.0182 -0.01722 0.015271 -0.01307 -0.02825 -0.02699 -0.00302 -0.00279 0.003956 0.009707 -0.01623 0.018528 0.02694 0.020122 -0.01367 0.029735 -0.00086 -0.00367 -0.03569 -0.00382 0.007625 0.013757 -0.00022 -0.03567 0.035013 -0.02888 -0.00604 0.00467 0.025922 -0.01087 -0.02639 -0.00562 -0.02001 -0.00282 -0.02374 0.018047 -0.01418 -0.00435 0.003304 0.011752 -0.01066 -0.01226 -0.01505 0.003426 0.008583 -0.01902 0.013077 0.021504 0.023117 0.000157 0.009758 -0.00166 -0.00613 2.07E-05 0.003308 0.010807 0.007627 0.004042 -0.03932 0.020753
-0.00486 0.027543 -0.00367 0.00475 0.000215 -0.02596 -0.00598 0.014567 0.018883 0.020951 -0.00021 -0.00348 0.004726 0.002701 -0.0124 0.002688 0.000521 -0.02048 -0.02108 -0.01527 0.00711 -0.00466 0.000445 0.010395 0.041798 -0.01982 0.01982 0.049001 -0.01661 -0.02356 -0.00461 -0.01888 -0.00408
0
-0.02327 -0.01129 -0.00984 -0.00971 -0.00182 0.026255 -0.02739 -0.0207 0.001857 0.014508 -0.00458 ]
-0.00441 -0.00123 -0.00978 -0.01457 -0.00146 0.005746 0.008794 -0.01886 0.014988 0.002162 0.005794 0.002216 -0.01383 -0.03058 0.006854 -0.00084 -0.01023 -0.01497 -0.00571 0.016628 0.00216 0.003832 -0.0153 -0.00499 0.012715 0.025597 0.00141
做散点图
0.040.030.020.010-0.06-0.04-0.02-0.010-0.02-0.03-0.04-0.05-0.06-0.070.020.040.060.080.1系列1线性(系列1)
获取相关系数
