R/sp500.R

In FTSgof: White Noise and Goodness-of-Fit Tests for Functional Time Series

#' S&P 500 Index Price Data
#'
#' @description This dataset contains S&P 500 index prices, given in percentages, for all full trading days
#' between January 3, 2017 and January 2, 2018, observed at a 1-minute frequency (390 grid points per day).
#'
#' @format A matrix with rows representing minute-by-minute time points and columns representing intraday prices.
#' @usage
#' data(sp500)
#'
#' @source \url{https://finance.yahoo.com/}
'sp500'