finData: Financial data
In HAC: Estimation, Simulation and Visualization of Hierarchical Archimedean Copulae (HAC)
finData R Documentation
Financial data
Description
This data set contains the standardized residuals of the filtered daily log-returns of four oil corporations: Chevron Corporation (CVX), Exxon Mobil Corporation (XOM), Royal Dutch Shell (RDSA) and Total (FP), covering n = 283 observations from 2011-02-02 to 2012-03-19. Intertemporal dependence is removed by usual ARMA-GARCH models, whose standardized residuals are used as finData.
Format
A matrix containing 283 observations of 4 stocks. The tickers of the stocks are presented as colnames.
Source
Yahoo! Finance
Examples
# load the data
data(finData)
HAC documentation built on Sept. 17, 2024, 1:06 a.m.
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| finData | R Documentation |
Financial data
Description
This data set contains the standardized residuals of the filtered daily log-returns of four oil corporations: Chevron Corporation (CVX), Exxon Mobil Corporation (XOM), Royal Dutch Shell (RDSA) and Total (FP), covering n = 283 observations from 2011-02-02 to 2012-03-19. Intertemporal dependence is removed by usual ARMA-GARCH models, whose standardized residuals are used as finData.
Format
A matrix containing 283 observations of 4 stocks. The tickers of the stocks are presented as colnames.
Source
Yahoo! Finance
Examples
# load the data
data(finData)
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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