kospi200: Korea Stock Price Index 200

In EMD: Empirical Mode Decomposition and Hilbert Spectral Analysis

Description

the weekly KOSPI 200 index from January, 1990 to February, 2007.

Usage

data(kospi200)

Format

A list of date and KOSPI200 index

Details

See Kim and Oh (2009) for the analysis for kospi200 data using EMD.

References

Kim, D. and Oh, H.-S. (2009) A Multi-Resolution Approach to Non-Stationary Financial Time Series Using the Hilbert-Huang Transform. The Korean Journal of Applied Statistics, 22, 499–513.

Examples

data(kospi200)
names(kospi200)
plot(kospi200$date, kospi200$index, type="l")

Example output

Loading required package: fields
Loading required package: spam
Loading required package: dotCall64
Loading required package: grid
Spam version 2.5-1 (2019-12-12) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction 
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.

Attaching package: ‘spam’

The following objects are masked from ‘package:base’:

    backsolve, forwardsolve

See https://github.com/NCAR/Fields for
 an extensive vignette, other supplements and source code 
Loading required package: locfit
locfit 1.5-9.4 	 2020-03-24
[1] "date"  "index"

EMD documentation built on Jan. 4, 2022, 1:08 a.m.