sret: Particular section of SP500 log-returns series.

Description Usage Format Details Source References Examples

Description

Observations 256:767 from the SP500 log-return series stored in SP500FTSElr dataset.

Usage

1

Format

A vector of 512 observations of the SP500 log-returns series.

Details

Its just more convenient to refer to sret than to SP500FTSElr[256:767,2].

Source

Yahoo! Finance

References

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.

Examples

1
## Not run: ts.plot(sret)


Search within the costat package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.