R/sp_data.R

In MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series

#' @title S&P 500 data.
#'
#' @description the S&P 500 price dividend ratio from January 1871 to December 2010.
#' @name sp_data
#' @docType data
#' @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". \emph{SSRN Electronic Journal}.
#' @keywords dataset
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