s_p100_price: Stock price data for example in vignette
In Largevars: Testing Large VARs for the Presence of Cointegration
s_p100_price R Documentation
Stock price data for example in vignette
Description
A data frame containing weekly S&P100 prices over ten years: 01.01.2010 - 01.01.2020,
The S&P100 includes 101 leading U.S. stocks of which 92 were collected here.
Format
A data frame with 522 rows and 93 variables:
Source
Refer to the data source used in: A. Bykhovskaya and V. Gorin. Cointegration in large vars. Annals of Statistics, 2022.
Largevars documentation built on June 8, 2025, 11:18 a.m.
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.
| s_p100_price | R Documentation |
Stock price data for example in vignette
Description
A data frame containing weekly S&P100 prices over ten years: 01.01.2010 - 01.01.2020, The S&P100 includes 101 leading U.S. stocks of which 92 were collected here.
Format
A data frame with 522 rows and 93 variables:
Source
Refer to the data source used in: A. Bykhovskaya and V. Gorin. Cointegration in large vars. Annals of Statistics, 2022.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.