sp_data: S&P 500 data.
In MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series
Description
the S&P 500 price dividend ratio from January 1871 to December 2010.
Format
A vector with the S&P 500 price dividend ratio.
References
Phillips, P.C. & Shi, S. & Yu, J. (2015a). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". SSRN Electronic Journal.
MultipleBubbles documentation built on May 2, 2019, 12:34 p.m.
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Description
the S&P 500 price dividend ratio from January 1871 to December 2010.
Format
A vector with the S&P 500 price dividend ratio.
References
Phillips, P.C. & Shi, S. & Yu, J. (2015a). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". SSRN Electronic Journal.
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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