# original datasets are:
# superbowl.winner
# solarbowl.winner
# dowjones.annret -- annual log returns of Dow Jones Industrial Average
#
# log returns can be computed from prices (or index levels) like:
# ret <- diff(log(prices))

# create score matrix for permutation of super bowl data
superscore <- diag(2)
dimnames(superscore) <- list(c('Up', 'Down'), c('National', 'American'))

# create vector stating if Dow up or down in the year
dowjones.updown <- ifelse(dowjones.annret[names(superbowl.winner)] > 0, 
	"Up", "Down")

# see counts of combinations of up/down versus National/American
table(dowjones.updown, superbowl.winner)

# perform permutation test with super bowl data
super.disperm <- permutation.test.discrete(superbowl.winner, 
	dowjones.updown, superscore)

super.disperm # print method is called if just the name is given
plot(super.disperm)


# create score matrix for solar bowl data
solarscore <- superscore
colnames(solarscore) <- c('Venusian', 'Martian')

# permutation test with solar bowl data
solar.disperm <- permutation.test.discrete(solarbowl.winner,
	dowjones.updown, solarscore)


# permutation test of returns for super bowl with long-short strategy
superbowl.sign <- ifelse(superbowl.winner == 'National', 1, -1)

super.perm.longshort <- permutation.test.fun(superbowl.sign,
	100 * dowjones.annret[names(superbowl.sign)])
super.perm.longshort
plot(super.perm.longshort)