fret | R Documentation |
Observations 256:767 from the SP500 log-returns series
stored in SP500FTSElr
dataset.
data(fret)
A vector of 512 observations of the FTSE100 log-returns series
Its just more convenient to refer to fret
than to
SP500FTSElr[256:767,3]
.
Yahoo! Finance
Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.
Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
## Not run: ts.plot(fret)
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