CAC40return: Paris stock exchange return

In weakARMA: Tools for the Analysis of Weak ARMA Models

Paris stock exchange return

Description

This data set considers CAC40 return at the closure of the market from March 2, 1990 to June 14, 2021.

Usage

CAC40return

Format

A numerical vector with 7935 observations.

We computed every value from the dataset CAC40 with the following code:

 cac<-CAC40;
 n<-length(cac);
 rend<-rep(0,n);
 rend[2:n]<-(log(cac[2:n]/cac[1:(n-1)])*100);
 CAC40return<-rend[2:n]
 

See Also

CAC40 and CAC40return.sq

weakARMA documentation built on April 5, 2022, 1:16 a.m.