sret | R Documentation |
Observations 256:767 from the SP500 log-return series
stored in SP500FTSElr
dataset.
data(sret)
A vector of 512 observations of the SP500 log-returns series.
Its just more convenient to refer to sret
than to
SP500FTSElr[256:767,2]
.
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(sret)
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