# fm_casestudy_0_InstallOrLoadLibraries.r # * Install/load R packages # * Collect historical financial data from internet # * Create time series data matrix: casestudy1.data0.0 # Closing prices on stocks (BAC, GE, JDSU, XOM) # Closing values of indexes (SP500) # Yields on constant maturity US rates/bonds (3MO, 1YR, 5YR, 10 YR) # Closing price on crude oil spot price # 0. Install and load packages ---- # # 0.1 Install packages --- # Set ind.install0 to TRUE if running script for first time on a computer # or updating the packages ind.install0<-TRUE # if (ind.install0){ install.packages("quantmod") install.packages("tseries") install.packages("vars") install.packages("fxregime") install.packages("moments") install.packages("rugarch") install.packages("xts") } # 0.2 Load packages into R session library("quantmod") library("tseries") library("vars") library("fxregime") library("moments") library("rugarch")