logSP500: Daily adjusted logarithmic returns for the Standard and...
In fabisearch: Change Point Detection in High-Dimensional Time Series Networks
logSP500 R Documentation
Daily adjusted logarithmic returns for the Standard and Poor's 500
Description
A dataframe of the daily adjusted logarithmic returns for the Standard and Poor's 500 (S&P 500) stock market index. Each row corresponds to a
trading day from 2018-01-01 to 2021-03-31. Data was retrieved from Yahoo Finance using the getSymbols() function from the quantmod
package.
Usage
logSP500
Format
A dataframe with 815 rows and 500 columns/variables.
fabisearch documentation built on Jan. 12, 2023, 5:08 p.m.
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| logSP500 | R Documentation |
Daily adjusted logarithmic returns for the Standard and Poor's 500
Description
A dataframe of the daily adjusted logarithmic returns for the Standard and Poor's 500 (S&P 500) stock market index. Each row corresponds to a
trading day from 2018-01-01 to 2021-03-31. Data was retrieved from Yahoo Finance using the getSymbols() function from the quantmod
package.
Usage
logSP500
Format
A dataframe with 815 rows and 500 columns/variables.
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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