ftse: FTSE Daily Returns
In SMPracticals: Practicals for Use with Davison (2003) Statistical Models
ftse R Documentation
FTSE Daily Returns
Description
Daily returns (
index, 1991–1998.
Usage
data(ftse)
Format
A time series.
References
Davison, A. C. (2003) Statistical Models.
Cambridge University Press. Page 266.
Examples
data(ftse)
plot(ftse,type="l",xlab="Time",ylab="Percent return")
plot(exp(cumsum(ftse/100)),type="l",xlab="Time",ylab="Relative closing value")
SMPracticals documentation built on May 29, 2024, 12:19 p.m.
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| ftse | R Documentation |
FTSE Daily Returns
Description
Daily returns ( index, 1991–1998.
Usage
data(ftse)Format
A time series.
References
Davison, A. C. (2003) Statistical Models. Cambridge University Press. Page 266.
Examples
data(ftse)
plot(ftse,type="l",xlab="Time",ylab="Percent return")
plot(exp(cumsum(ftse/100)),type="l",xlab="Time",ylab="Relative closing value")
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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