sp500data: Daily Standard and Poor's 500 index data

In gets: General-to-Specific (GETS) Modelling and Indicator Saturation Methods

Daily Standard and Poor's 500 index data

Description

Daily Standard and Poor's 500 (SP500) index data from 3 January 1950 to 8 March 2016.

Usage

data("sp500data")

Format

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

Source

Yahoo Finance, retrieved 9 March 2016

References

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

Examples

data(sp500data)
sp500data <- zoo(sp500data[, -1], order.by = as.Date(sp500data[, "Date"]))
plot(window(sp500data, start = as.Date("2000-01-03")))

gets documentation built on Sept. 11, 2024, 9:03 p.m.