R/data.R

In LSWPlib: Simulation and Spectral Estimation of Locally Stationary Wavelet Packet Processes

#' Daily log-returns for the S&P 500 stock index.
#'
#'  Log-returns from daily quotes of the Standard & Poors 500
#' Index.
#'
#'
#' @format A vector containing 1024 daily log-returns.
#' \describe{
#'   \item{Period Covered}{The data cover the period April 1996 - December 1999.}
#' }
#'
"sp500"