Description Usage Format Examples

Fifty series corresponding to the stock prices of the first 50 components of the Standard&Poor's 500 index. Five hundred daily observations starting 1/1/2010.

1 |

A matrix time series with 500 observations on the stock prices of the first 50 components of the Standard&Poor's 500 index.

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
data(pricesSP50)
## Not run:
#Plot the first four series
plot(pricesSP50[, 1:4], main = 'Four components of the S&P500 index')
#Compute GDPCs; this may take a bit.
fit_SP <- auto.gdpc(pricesSP50, normalize = 2, niter_max = 1000, ncores= 4)
fit_SP
#Get reconstruction and plot
recons <- fitted(fit_SP, num_comp = 2)
colnames(recons) <- colnames(pricesSP50)
plot(recons[, 1:4], main = 'Reconstruction of four components of the S&P500 index')
## End(Not run)
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.