library("plot")
library("times")
setsize(640,480)
fx = read("dmus58-300.dat"); read data
d1 = createdisplay(1,1)
x1 = #(1:300)~fx
setmaskl (x1, (1:rows(x1))', 0, 1)
show(d1,1,1,x1) ; plot data
setgopt(d1,1,1,"title","20 min. spaced sample of logged DM/US-Dollar rates")
setgopt(d1,1,1,"xlabel","Periods","ylabel","levels")
d2 = createdisplay(1,1)
x2 = #(2:300)~tdiff(fx)
setmaskl (x2, (1:rows(x2))', 0, 1)
show(d2,1,1,x2) ; plot data
setgopt(d2,1,1,"title","20 min. spaced sample of DM/US-Dollar returns")
setgopt(d2,1,1,"xlabel","Periods","ylabel","first differences")