R/s_p100_price.R

In Largevars: Testing Large VARs for the Presence of Cointegration

#' @docType data
#' @name s_p100_price
#' @title 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.
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