LogSPX: Five minutes Log SPX prices
In yuima: The YUIMA Project Package for SDEs
LogSPX R Documentation
Five minutes Log SPX prices
Description
Intraday five minutes Standard and Poor 500 Log-prices data ranging from 09 july 2012 to 01 april 2015.
Usage
data(LogSPX)
Details
The dataset is composed by a list where the element Data$allObs contains the intraday five minutes Standard and Poor cumulative Log-return data computed as Log(P_t)-Log(P_0) and P_0 is the open SPX price at 09 july 2012. Data$logdayprice contains daily SPX log prices and. Each day we have the same number of observation and the value is reported in Data$obsinday.
Examples
data(LogSPX)
yuima documentation built on Dec. 28, 2022, 2:01 a.m.
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| LogSPX | R Documentation |
Five minutes Log SPX prices
Description
Intraday five minutes Standard and Poor 500 Log-prices data ranging from 09 july 2012 to 01 april 2015.
Usage
data(LogSPX)
Details
The dataset is composed by a list where the element Data$allObs contains the intraday five minutes Standard and Poor cumulative Log-return data computed as Log(P_t)-Log(P_0) and P_0 is the open SPX price at 09 july 2012. Data$logdayprice contains daily SPX log prices and. Each day we have the same number of observation and the value is reported in Data$obsinday.
Examples
data(LogSPX)
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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