sp500: Standard and Poors 500 Index

In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts

Description

The sp500 timeSeries dataset provides the daily closing value for the S and P 500 Index from January 1980 to March 2004. In addition, the data set is also made available as a data.frame.

Usage

data(dji)
data(dji.df)

Examples

data(sp500)
head(sp500)  

Example output

Loading required package: gsl
Loading required package: Matrix
Loading required package: mvtnorm
Loading required package: numDeriv
Loading required package: timeSeries
Loading required package: timeDate

Attaching package: ‘QRM’

The following object is masked from ‘package:base’:

    lbeta

GMT
            SP500
1990-01-02 359.69
1990-01-03 358.76
1990-01-04 355.67
1990-01-05 352.20
1990-01-08 353.79
1990-01-09 349.62

QRM documentation built on April 14, 2020, 6:49 p.m.