sp500.gr: Returns of the S&P 500
In astsa: Applied Statistical Time Series Analysis
sp500.gr R Documentation
Returns of the S&P 500
Description
Daily growth rate of the S&P 500 from 2001 though 2011.
Format
The format is: Time Series; Start = c(2001, 2); End = c(2011, 209); Frequency = 252
Source
Douc, Moulines, & Stoffer (2014). Nonlinear Time Series: Theory, Methods and Applications with R Examples. CRC Press. ISBN: <9781466502253>
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 Jan. 10, 2023, 1:11 a.m.
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| sp500.gr | R Documentation |
Returns of the S&P 500
Description
Daily growth rate of the S&P 500 from 2001 though 2011.
Format
The format is: Time Series; Start = c(2001, 2); End = c(2011, 209); Frequency = 252
Source
Douc, Moulines, & Stoffer (2014). Nonlinear Time Series: Theory, Methods and Applications with R Examples. CRC Press. ISBN: <9781466502253>
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/.
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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