graphics.off();
objects();
remove(list=objects());


# MAIN PROGRAM


myData <- read.table("xom.dat", header=TRUE);

x    <- as.matrix(myData);
k    <- ncol(x);

nobs   <- nrow(x);
print(k);
print(nobs);


## extract month
mn <- floor( x[,2]/100 ) - floor( x[,2]/10000 )*100;
#print( mn );


## Open file and write header

write.table("date ret RV RCOV" ,"rv.txt",sep=" ",row.names=FALSE,col.names = FALSE);

## convert to cont. compounded returns

rstock <- log( 1.+x[,4] );
rindex <- log( 1.+x[,5] );


rv=rindex[1]^2;
rmonth=rindex[1];
rcov=rindex[1]*rstock[1];

i=2;
while( i <= nobs ){

  if( mn[i] == mn[i-1] && i != nobs){
    rv = rv + rindex[i]^2;
    rmonth = rmonth +  rindex[i];
    rcov = rcov + rindex[i]*rstock[i];
  }else{
    ## end of month -- save results and restart sums
    write.table(cbind(x[i,2],rmonth,rv,rcov) ,"rv.txt",sep=" ",row.names=FALSE,col.names = FALSE,append=TRUE);
    rv = rindex[i]^2;
    rmonth = rindex[i];
    rcov=rindex[i]*rstock[i];
  }

  
  i=i+1;

}




sink(file = NULL);