sp500data | R Documentation |
Daily Standard and Poor's 500 (SP500) index data from 3 January 1950 to 8 March 2016.
data("sp500data")
A data frame with 16652 observations on the following 7 variables:
Date
the dates
Open
the opening values of the index
High
the daily maximum value of the index
Low
the daily minimum value of the index
Close
the closing values of the index
Volume
the traded volume
Adj.Close
the adjusted closing values of the index
Yahoo Finance, retrieved 9 March 2016
Pretis, Felix, Reade, James and Sucarrat, Genaro (2018): 'Automated General-to-Specific (GETS) Regression Modeling and Indicator Saturation for Outliers and Structural Breaks'. Journal of Statistical Software 86, Number 3, pp. 1-44
data(sp500data) sp500data <- zoo(sp500data[, -1], order.by = as.Date(sp500data[, "Date"])) plot(window(sp500data, start = as.Date("2000-01-03")))
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