코스닥 주기 68일

URL <- "http://ichart.finance.yahoo.com/table.csv?s=^KQ11"

dat <- read.csv(URL)

dat$Date <- as.Date(dat$Date, "%Y-%m-%d")

odat<-dat[c(1:170),]

attach(odat)

x<-odat[order(Date),]


ret <- 0

for (i in 1:length(x$Close)) {

ret[i] <- (x$Close[i]-x$Close[1])/x$Close[1]*100

}


par(mfrow=c(2,1))
par(mar=c(3,3,1,2))

sample.t<-seq(1:length(ret))

sample.v<- ret
plot(sample.t, sample.v, type='l')
lines(sample.t, sample.v, lwd=2, col=heat.colors(32)[15])



## FFT stuff goes in here
##
x<- sample.v

per <- abs(fft(x-mean(x)))^2/length(x)  # Mod() and abs() same here
# if you want a nice picture:
freq = (1:length(x)-1)/length(x)
plot(freq, per, xlim=c(0,.2), type='o', lwd=2, col=heat.colors(32)[15])
text(freq, per, round(freq,digits=3), cex=0.6, pos=4, col=heat.colors(32)[15])