IbmSp500: Monthly Returns of IBM and S&P 500 Index
In portes: Portmanteau Tests for Time Series Models
IbmSp500 R Documentation
Monthly Returns of IBM and S&P 500 Index
Description
The monthly returns of IBM stock and the S&P 500 index from January 1926 to December 2008.
This data has been discussed by Tsay (2010, Chapter 8).
Usage
data(IbmSp500)
Format
A data frame with 996 observations on the following 3 variables.
datea numeric vector
ibma numeric vector
spa numeric vector
Source
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/
References
Tsay, R. S. (2010). "Analysis of Financial Time Series". Wiley, New York, 3rd edition.
Examples
data(IbmSp500)
plot(IbmSp500)
acf(IbmSp500)
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| IbmSp500 | R Documentation |
Monthly Returns of IBM and S&P 500 Index
Description
The monthly returns of IBM stock and the S&P 500 index from January 1926 to December 2008. This data has been discussed by Tsay (2010, Chapter 8).
Usage
data(IbmSp500)Format
A data frame with 996 observations on the following 3 variables.
datea numeric vector
ibma numeric vector
spa numeric vector
Source
http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/
References
Tsay, R. S. (2010). "Analysis of Financial Time Series". Wiley, New York, 3rd edition.
Examples
data(IbmSp500)
plot(IbmSp500)
acf(IbmSp500)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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