install.

packages("TSA")
install.packages("psych")
install.packages("dynlm")
install.packages("lmtest")
install.packages("tseries")
install.packages("readxl")
install.packages("portes")
install.packages("astsa")
install.packages("MTS")
install.packages("pastecs")
install.packages("Hmisc")
install.packages("fitdistrplus")

library(TSA)
library(psych)
library(dynlm)
library(lmtest)
library(tseries)
library(readxl)
library(portes)
library(astsa)
library (MTS)
library(pastecs)
library(Hmisc)
library(fitdistrplus)

datareturn <- read.csv("C:/Users/sony/Desktop/Kuliah Semester III/Topik Statistika

III/Data/S&P 500 (^GSPC) 2.csv")

\begin{frame}{Sifat Empiris Volatilitas}

\begin{itemize}
\item Volatilitas tipe I (\textit{Hystorical Volatility})
\begin{equation}
(V_{t}^{2})^{I} & = & \frac {\sum_{j=1}^t
\big(R_j-\frac{(\sum_{j=1}^t R_j)}{t}\big)}{t-1}
\end{equation}
\item Volatilitas tipe II (\textit{Close-to-Close Volatility})
\begin{equation}
(V_{t}^{2})^{II} & = & \left(\frac{\pi}{2}|R_t|\right)^{2}
\end{equation}
\item Volatilitas tipe III (\textit{Realized Volatility})
\begin{equation}
(V_{t}^{2})^{III}& = & R_t^{2}
\end{equation}
\end{itemize}

\end{frame}