library(stats)
library(tseries)
library(fSeries)
library(moments)
library(Rcmdr)
library(fGarch)
library(fExtremes)
library(urca)


# entrada de dados
ibv<-ibv$ibv


# grafico das series
par(mfrow=c(2,2))

# calculo dos log retornos
ribv<-diff(log(ibv),lag=1,differences=1)
ts.plot(ibv)
acf(ibv)
acf(ribv)
pacf(ribv)
hist(ribv)



# calculo da curtose e da  assimetria
kurtosis(ribv)
skewness(ribv)


#teste de raiz unitaria de PP

rootpp<-ur.pp(ribv,z-tau,model=constant,lags=short)
summary(rootpp)