SMI: Swiss market index dataset
In MSGARCH: Markov-Switching GARCH Models
SMI R Documentation
Swiss market index dataset
Description
See Mullen et al. (2011) for a description of this dataset.
Usage
data("SMI")
Format
zoo object containing 2,500 observations ranging from 1990-11-12 to 2000-10-20.
Source
DEoptim package
References
Mullen, K.M, Ardia, D., Gil, D., Windover, D., Cline, J. (2011).
DEoptim: An R Package for Global Optimization by Differential Evolution.
Journal of Statistical Software, 40(6), 1-26.
doi: 10.18637/jss.v040.i06
MSGARCH documentation built on Dec. 6, 2022, 1:06 a.m.
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| SMI | R Documentation |
Swiss market index dataset
Description
See Mullen et al. (2011) for a description of this dataset.
Usage
data("SMI")
Format
zoo object containing 2,500 observations ranging from 1990-11-12 to 2000-10-20.
Source
DEoptim package
References
Mullen, K.M, Ardia, D., Gil, D., Windover, D., Cline, J. (2011).
DEoptim: An R Package for Global Optimization by Differential Evolution.
Journal of Statistical Software, 40(6), 1-26.
doi: 10.18637/jss.v040.i06
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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