nyse: Returns of the New York Stock Exchange

nyseR Documentation

Returns of the New York Stock Exchange

Description

Returns of the New York Stock Exchange (NYSE) from February 2, 1984 to December 31, 1991.

Format

The format is: Time-Series [1:2000] from 1 to 2000: 0.00335 -0.01418 -0.01673 0.00229 -0.01692 ...

Note

Various packages have data sets called nyse. Consequently, it may be best to specify this data set as nyse = astsa::nyse to avoid conflicts.

Source

S+GARCH module - Version 1.1 Release 2: 1998

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.


astsa documentation built on May 29, 2024, 10:29 a.m.