data  = read.csv("Ret2012.csv",header=TRUE)
p     = ncol(data)-1
n     = nrow(data)
names = names(data)[2:p]
ibovespa = data[,p+1]
ret      = as.matrix(data[,2:p])
p   = ncol(ret)

pdf(file="Ret2012.pdf",width=15,height=10)
par(mfrow=c(2,3))
for (i in 1:p)
  ts.plot(ret[,i],main=names[i])
dev.off()

ret   = ret[,-c(3,20,26,27,30)]
names = names[-c(3,20,26,27,30)]
p     = ncol(ret)

pdf(file="Ret2012-short.pdf",width=20,height=10)
par(mfrow=c(2,5))
for (i in 1:p)
  ts.plot(ret[,i],main=names[i])
dev.off()

plot(c(1,p),c(1,p),xlab="",ylab="",col=0)
for (j in 1:p)
for (i in 1:j)
  points(i,p-j+1,pch=16,cex=2*cor(ret[,i],ret[,j]))

fac4=factanal(ret,4,mle)