Using R as a Tool and getting your dataset

Download R
statistical computing and graphics tool.
www.r-project.org/

Download R Packages from http://cran.r-project.org/web/package/available_packages_by_name.html
forcast package with these dependencies
tseries, fracdiff, zoo, Rcpp (≥ 0.9.10), RcppArmadillo (≥ 0.2.35)

Download RStudio
http://rstudio.org/
An IDE for R use RStudio interface to download and install the packages (See image)

Find your Stock Symbol
http://finance.yahoo.com/
Search by entering the name and click "Get Quotes"

Download your Dataset using this URL (change to your desired stock symbol)
http://ichart.finance.yahoo.com/table.csv?s=4677.KL&a=0&b=1&c=2000&d=08&e=9&f=2012&g=d&ignore=.csv

s=4677.KL : my stock code
after s= goes the ticker symbol, after a= the start month (minus 1), after b= the start day, c= the start year and so on. The final g= parameter lets you choose between getting historical stock information on a daily, weekly, or monthly basis.

You have your Tool and Data. Lets Try it (Variables are CASE SENSITIVE):

Rename the download CSV file to the name of the stock, in my case table.csv->YTL.csv
Import the data to RStudio
YTL <- read.csv("C:/Users/user/Desktop/YTL.csv")

Convert the dataset to a timeseries
YTL <- ts(YTL[,-1], start=2000, frequency=4)

start is the year we are observing the data
frequncy is the number of observations per unit of time.

Plot and View the Summary
plot(YTL)
summary(YTL)

Any Correlation between Volume and Closing Price
cor.test(YTL[,"Volume"],YTL[,"Close"])

Scatterplot matrix of the variables:
 pairs(as.data.frame(YTL))

Monthly Plot:
monthplot(YTL[,"Close"])
monthplot(YTL[,"Volume"])