Log-returns time series of the SP500 and FTSE100 indices

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

dataset.

1 |

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.

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

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