bmw: Daily Log Returns on BMW Share Price
In evir: Extreme Values in R
Description
These data are the daily log returns on BMW share price
from Tuesday 2nd January 1973 until Tuesday 23rd July 1996.
The data are contained in a numeric vector.
The dates of each observation are contained in a times
attribute, which is an object of class "POSIXct" (see
DateTimeClasses).
Note that these data form an irregular time series because
no trading takes place at the weekend.
Usage
1
Format
A numeric vector containing 6146 observations, with a
times attribute which is a POSIXct object
of the same length.
evir documentation built on May 2, 2019, 12:21 p.m.
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Description
These data are the daily log returns on BMW share price
from Tuesday 2nd January 1973 until Tuesday 23rd July 1996.
The data are contained in a numeric vector.
The dates of each observation are contained in a times
attribute, which is an object of class "POSIXct" (see
DateTimeClasses).
Note that these data form an irregular time series because
no trading takes place at the weekend.
Usage
1 |
Format
A numeric vector containing 6146 observations, with a
times attribute which is a POSIXct object
of the same length.
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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