fBasics (Basic Stats) library in R

% Load the package fBasics.
> library(fBasics)

% Load the data.
% header=T means 1st row of the data file contains variable names. The default is header=F, i.e., no names.
> da=read.table("http://www.mif.vu.lt/~rlapinskas/DUOMENYS/Tsay_fts3/d-ibm3dx7008.txt",header=T) 

> ibm=da[,2] % Obtain IBM simple returns
> sibm=ibm*100 % Percentage simple returns

> basicStats(sim) % Compute the summary statistics

% Turn to log returns in percentages
> libm=log(ibm+1)*100
> t.test(libm) % Test mean being zero.