Dear Sirs,

I was hoping you can help me, I am quite desperate in finding a  
solution for my problem! I have looked everywhere on the net and tried  
hundreds of codes, but I am still not anywhere close to the solution.  
I am quite new to R, so please excuse if this seems simple:

I am trying to use R to analyse some stocks, but I can't get the  
theoretical confidence interval (95%) for my sample:

e.g. IBM:

library('tseries')
data<-get.hist.quote(instrument="IBM", start="2000-01-01",  
end="2010-10-04", quote=c("O","H","L","C","A","V"),  
compression='d',provider="yahoo", retclass="zoo")
names(IBM)

I have defined the parameters as follows:

Pt=IBM$Adj.Close
r=diff(log(Pt))
l=length(Pt)
mu=mean(r)
t=2:l

Given the formula for confidence intervals E(logPt)=logP0+μ*t 
+1.96*sqrt(t)*s^2, I tried to define a formula in R:

  logP1=numeric()
 > logP1[1]=log(Pt[1])
 > logP1[2:l]=logP1[1]+cumsum(logP1+mu*t+c(-1.96,1.96)*sqrt(t)*sd(Pt))
 > P1=exp(logP1)

However, although I don't receive an error message, I cannot show the  
result!

Many thanks in advance for your assistance with this!

Yours sincerely

Christian


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