IBMdata: Daily IBM log-returns.
In ilyaZar/RcppSMCkalman: Kalman Filtering and Backward Simulation via RcppSMC
IBMdata R Documentation
Daily IBM log-returns.
Description
A dataset containing the daily IBM log-returns r_t=log(s_t/s_{t-1}),
where s_t denotes the stock price (closing to closing) at day t
from Jan. 3rd, 2006 - Dec. 31, 2018 with overall series length T=3271.
Usage
data(IBMdata)
Format
A data frame with 3271 rows and 1 variable:
- r_t
daily log-return
Source
ilyaZar/RcppSMCkalman documentation built on Oct. 19, 2023, 11 a.m.
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| IBMdata | R Documentation |
Daily IBM log-returns.
Description
A dataset containing the daily IBM log-returns r_t=log(s_t/s_{t-1}),
where s_t denotes the stock price (closing to closing) at day t
from Jan. 3rd, 2006 - Dec. 31, 2018 with overall series length T=3271.
Usage
data(IBMdata)
Format
A data frame with 3271 rows and 1 variable:
- r_t
daily log-return
Source
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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