ibmspko: Monthly simple returns of the stocks of International...
In MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models
ibmspko R Documentation
Monthly simple returns of the stocks of
International Business Machines (IBM) and Coca Cola (KO) and
the S&P Composite index (SP)
Description
Monthly simple returns of the stocks of
International Business Machines (IBM) and Coca Cola (KO) and
the S&P Composite index (SP).
The sample period is from January 1961 to December
2011. The original data were from the Center for Research in Security Prices
(CRSP) of the University of Chicago. The files has four columns. They
are dates, IBM, SP, and KO.
Format
A 2-d list containing 612x4 observations. The files has four columns. They
are dates, IBM, SP, and KO.
Source
World Almanac and Book of Facts, 1975, page 406.
MTS documentation built on April 11, 2022, 5:07 p.m.
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| ibmspko | R Documentation |
Monthly simple returns of the stocks of International Business Machines (IBM) and Coca Cola (KO) and the S&P Composite index (SP)
Description
Monthly simple returns of the stocks of International Business Machines (IBM) and Coca Cola (KO) and the S&P Composite index (SP). The sample period is from January 1961 to December 2011. The original data were from the Center for Research in Security Prices (CRSP) of the University of Chicago. The files has four columns. They are dates, IBM, SP, and KO.
Format
A 2-d list containing 612x4 observations. The files has four columns. They are dates, IBM, SP, and KO.
Source
World Almanac and Book of Facts, 1975, page 406.
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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