#Practical Assignment #1. This assignment is worth 150 points.
#Useful hints: Utilize book examples and make sure to download
#and library appropriate packages (FRAPO, zoo, fBasics, evir)
#Under each of the items provide the relevant R code
#1) Check you working directory
getwd()
#2) Set your working directory to RStudio folder
# that you have created inside the ANLY 515 forlder"
#3) Download the 3 data set, and lable them
# BTC, LTC, ETH. These data sets reperesnet daily prices
# of three chryptocurrencies: Bitcoin, Litcoin, and Ethereum.
# Set the first column in each data set to the date format
# and the remaining columns in numerical format.
#4) Create three new datasets that are subsets of the original
# datasets, to include dates only after "2015-08-31".
# Name these datasets btcnew, ltcnew, ethnew,
#5) Create 4 variables: date (represents dates of observation) ,
# BTCPrice (price of Bitcoin), LTCPrice (Price of Litcoin),
# ETHPrice (Price of Ethereum)
#6) Check the format of these variable by using str() command
#7) Use date variable to create attribute "time" for
# BTCPrice, LTCPrice, and ETHPrice by using attr() function
#8) Create three variables that represent daily returns on all three coins
# by using returnseries()(part of FRAPO package) function.
# Call these variables BTCRet, LTCRet, and ETHRet.
#9) Use date variable to create attribute "time" for
# BTCRet, LTCRet, and ETHRet
#10) Create a character variable CoinDates which extracts the dates
# from the BTCRet variable by using
# as.character(format(as.POSIXct(attr()),"%Y-%m-%d")) function
#11) Create time seriese called BTCReturns by using BTCRet varible
# and timeSeries() function
#12) Rename the column of BTCReturns to "BTCReturns" by using colnames()
#13) Devide the output window into 2 by 2 matrix by using par() function
#14) Generate a time series plot of Daily Returns of Bitcoin
# (requires fBasics library)
#15) Generate a box plot of Returns of Bitcoin
#16) Generate a acf and pacf of Bitcoin Returns.
# Make sure to omit missing values
#17) Generate a QQ plot of Bitcoin.
# You may have to generate a variable that omits missing values.
# use na.omit() function
#18) Generate acf and pcf of the absolute returns of Bitcoin returns
#19) Generate Volotility Clustering Plot of absolute daily returns
# of Bitcoin
#Part II
#20) Create new data set called PriceCoins that includes prices
# of all three coins by using cbind()
#21) Check the names of the colums and the format of each of the variable
#22) by using the package zoo create an element of class "zoo"
# labled PriceCoinsZoo, and includes Prices of all three Coints:
# BTCPrice", "LTCPrice", and "ETHPrice"
#23) Plot a time series graph of prices of all three coins
#24) Create a variable that calculates daily returns
# (first difference of natural logs) on different coins.
# Call the variable ReturnCoins by using diff(log()) function
#25) Plot a time series graph of returns of all three coins
#26) Plot cross covariance functions between returns and between
# absolute returns of a) BTC and LTC, BTC and ETC, and ETC and LTC.
# You should have 6 graphs.
#27) Generate plots of rolling correlations between
# BTC
# Part III
# 28-30) Export all graphs to a word document and briefly analyze
# whether data on cryptocurrency returns resembles the
# "stylized facts" of the financial data