spx: Standard & Poor’s 500 (S&P 500) index data

In fHMM: Fitting Hidden Markov Models to Financial Data

Standard & Poor’s 500 (S&P 500) index data

Description

Standard & Poor’s 500 (S&P 500) index data from 1928 to 2022 from Yahoo Finance.

Usage

spx

Format

A data.frame with 23864 rows and the following 7 columns:

• Date: The date.

• Open: Opening price.

• High: Highest price.

• Low: Lowest price.

• Close: Close price adjusted for splits.

• Adj.Close: Close price adjusted for dividends and splits.

• Volume: Trade volume.

Details

The data was obtained via:

spx <- download_data(
  symbol = "^GSPC",    # S&P 500 identifier on Yahoo Finance
  from = "1928-01-01", # first observation
  to = "2022-12-31"    # last observation
)

The data is also available as .csv file via:

system.file("extdata", "spx.csv", package = "fHMM")

Source

https://finance.yahoo.com/quote/%5EGSPC

fHMM documentation built on Oct. 12, 2023, 5:10 p.m.