require(zoo)

# Creating the csv file
# filename <- "https://stooq.pl/q/d/l/?s=wig&i=d"
# x        <- read.csv(filename)
# y <- x[,c(1,5)]
# colnames(y) <- c("Daty","WIG")
# write.csv(y,"GPW.csv", row.names = FALSE)

filename <- "GPW.csv"
dane     <- read.csv2(file=filename, head=TRUE, sep=",", dec=".")
WIG      <- as.numeric(dane$WIG)
daty     <- as.Date(dane$Daty, format="%Y-%m-%d")
P        <- zoo(WIG, order.by = daty)
r        <- diff(log(P))