tem<-read.table('msft9303tm2.dat', col.names=c('p2','t2'))
attach(tem)

rn2<-length(t2)
p3<-p2[2:rn2]-p2[1:rn2-1]
t3<-rep(0,rn2)
t3[1]<-t2[1]
t21<-t2[2:rn2]
t22<-t2[1:rn2-1]
t3[2:rn2]<-t21-t22
ytnn<-cbind(p2,t3)
write.table(ytnn,"msft9303tmdf.dat",sep=",")

postscript("msft9303tm.ps", he=6,wi=10, ho=T,pointsize=18)
par(las=1,mar=c(3.1,3.2,3,1.3),mgp=c(2.1,0.5,0))
day<-t2/23400
price<-p2
plot(day,price,type="l")
title("Tick Data of MSFT in March, 1993")
graphics.off()

postscript("msft9303tm1.ps", he=6,wi=10, ho=T,pointsize=18)
par(las=1,mar=c(3.1,3.2,3,1.3),mgp=c(2.1,0.5,0))
hist(t3,breaks=c(-0.001,4,10,20,40,60,80,100,120,140,160,180,200,250,300,450), probability=T,main=NULL, xlab=c("Duration"),col="lightblue")
x<-c(0,2,7,15,30,50,70,90,110,130,150,170,190,225,275,350,450)
y<-(1/16.57519)*exp(-x/16.57519)
lines(x,y,type="l",lty=1)
title("Density Plot of intertrade-occurance time")
graphics.off()

postscript("msft9303tm2.ps",he=11,wi=6, horizontal=F,pointsize=10)
par(las=1,mar=c(3.1,3.2,3,1.3),mgp=c(2.1,0.5,0))
par(mfrow=c(2,1))
fp<-p2-floor(p2)
hist(p3, main=NULL, col="lightblue", xlab=c("price change"))
title("Distribution of Successive Price Changes of MSFT")
hist(fp, main=NULL, col="lightblue", xlab=c("fractional part of price"))
title("Histogram of of Fractional Part of MSFT")
graphics.off()	

rm(list=ls())