[R-SIG-Finance] LPPL model for bubble burst forcasting

[Wind]

There is a chart of Heng Seng index  in page 24 of Prof. Sornette's paper:
## Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the
Financial and Economic Crisis
## http://arxiv.org/abs/0905.0220
The picture has also been attached as .hong kong.jpg

The y axis of the chart is log-axis.  And there is a straight line in
the chart.  "This is indeed the long-term behavior of this market, as
shown by the best linear fit represented by the solid straight line,
corresponding to an average constant growth rate of 13.8% per year."
The following codes could not plot the same straight line.  I wonder
how could plot the straight best fit line  in the log plot.


## Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the
Financial and Economic Crisis
## http://arxiv.org/abs/0905.0220
## chart in Page 24

hsi<-read.csv("http://32xiang.appspot.com/static/hsi-1970.csv",header=TRUE,stringsAsFactors=FALSE)
pr<-hsi$close

plot(pr,type="l",log="y")
grid()

ti<-index(pr)
ti2<-index(pr)^2

lines(lm(pr~ti+ti2)$fit,col="red")
lines(lm(pr~ti)$fit,col="blue")
lines(lm(pr~ti2)$fit,col="pink")

Thanks in advance.

wind
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