data-raw/raw_data.R

In itamarcaspi/psymonitor: Real Time Monitoring of Asset Markets: Bubbles and Crisis

library(tidyverse)
library(lubridate)

snp500 <- c(2.27, 2.35, 2.36, 2.47, 2.5, 2.51, 2.48, 2.6, 2.55, 2.62, 2.96,
2.95, 3.02, 3.07, 3.14, 3.3, 3.38, 3.43, 3.94, 4.33, 5.02, 4.38, 4.68, 4.83,
4.28, 3.97, 3.9, 3.71, 3.55, 3.46, 3.75, 3.85, 4.02, 3.74, 3.64, 3.72, 3.37,
3.44, 3.35, 3.47, 3.56, 3.43, 3.56, 3.57, 3.53, 3.62, 3.69, 3.54, 3.84, 4.04,
4.14, 4.22, 4.37, 4.2, 4.28, 4.41, 4.43, 4.66, 4.6, 4.65, 5.02, 5.31, 5.25,
4.85, 4.91, 4.99, 4.75, 4.67, 4.74, 5.22, 5.18, 5.18, 5.07, 5.45, 5.23, 5.31,
5.49, 5.36, 5.41, 5.17, 5.25, 5.72, 5.59, 5.58, 5.43, 5.66, 6.17, 6.01, 5.72,
5.61, 5.21, 5.23, 5.19, 5.21, 4.86, 4.97, 5.16, 5.15, 5.05, 5.1, 5.11, 5.23,
5.33, 5.72, 5.96, 5.74, 5.57, 5.73, 5.73, 6.07, 6.13, 5.92, 6.19, 6.28, 6.37,
5.69, 5.69, 5.09, 4.87, 4.8, 4.66, 4.61, 4.53, 4.25, 4.35, 4.23, 4.4, 4.38,
4.31, 4.38, 4.55, 4.6, 4.71, 4.76, 4.68, 4.68, 5.03, 4.96, 5.04, 4.56, 4.6,
4.58, 4.68, 4.58, 4.28, 4.28, 4.35, 4.41, 4.19, 4.14, 4.17, 4.24, 4.42, 4.29,
4, 3.82, 3.81, 3.59, 3.4, 3.45, 3.31, 3.26, 3.48, 3.27, 3.61, 3.44, 3.4, 3.51,
3.12, 3.02, 2.99, 3.04, 3.05, 2.93, 2.85, 2.74, 2.82, 3.62, 4.02, 3.78, 3.66,
3.54, 3.71, 3.73, 3.73, 3.59, 3.64, 3.81, 3.67, 3.62, 3.72, 3.68, 3.5, 3.66,
3.64, 3.49, 3.4, 3.45, 3.2, 3.17, 3.2, 3.29, 3.25, 3.22, 3.45, 3.44, 3.38,
3.44, 3.15, 3.17, 3.2, 3.56, 3.77, 3.78, 3.56, 3.5, 3.34, 3.07, 3, 2.96, 2.86,
3, 2.86, 2.81, 2.85, 2.83, 2.95, 2.64, 2.71, 2.7, 2.77, 2.72, 2.72, 2.78,
2.68, 2.77, 2.75, 2.74, 2.63, 2.62, 2.55, 2.57, 2.52, 2.6, 2.53, 2.54, 2.54,
2.47, 2.51, 2.47, 2.5, 2.49, 2.42, 2.5, 2.64, 2.63, 2.61, 2.69, 2.63, 2.54,
2.63, 2.59, 2.69, 2.68, 2.63, 2.55, 2.47, 2.42, 2.36, 2.31, 2.25, 2.27, 2.18,
2.19, 2.12, 2.1, 2.04, 2.05, 2.05, 2.04, 1.98, 2, 2.11, 2.08, 1.96, 1.92,
1.79, 1.85, 1.75, 1.76, 1.85, 1.76, 1.67, 1.6, 1.49, 1.59, 1.51, 1.57, 1.5,
1.49, 1.47, 1.39, 1.33, 1.33, 1.37, 1.32, 1.34, 1.58, 1.49, 1.4, 1.32, 1.26,
1.2, 1.25, 1.2, 1.17, 1.2, 1.14, 1.2, 1.2, 1.24, 1.17, 1.14, 1.09, 1.16, 1.16,
1.06, 1.11, 1.13, 1.1, 1.12, 1.05, 1.12, 1.12, 1.22, 1.19, 1.14, 1.25, 1.35,
1.25, 1.25, 1.28, 1.29, 1.38, 1.51, 1.47, 1.37, 1.37, 1.39, 1.42, 1.37, 1.47,
1.49, 1.6, 1.74, 1.74, 1.95, 1.79, 1.69, 1.83, 1.9, 1.93, 1.91, 1.79, 1.72,
1.72, 1.78, 1.75, 1.78, 1.7, 1.7, 1.64, 1.63, 1.63, 1.66, 1.72, 1.71, 1.67,
1.77, 1.77, 1.76, 1.8, 1.76, 1.73, 1.79, 1.79, 1.82, 1.89, 1.85, 1.86, 1.81,
1.83, 1.82, 1.87, 1.82, 1.84, 1.83, 1.85, 1.85, 1.84, 1.94, 1.94, 1.91, 1.89,
1.85, 1.81, 1.78, 1.79, 1.79, 1.86, 1.87, 1.82, 1.77, 1.8, 1.89, 1.88, 1.84,
1.81, 1.9, 1.95, 2.04, 2.14, 2.12, 2.03, 2.02, 2.24, 2.23, 2.21, 2.45, 2.82,
3.04, 2.98, 3.1, 3.3, 3.01, 2.6, 2.46, 2.33, 2.17, 2.09, 2.03, 2.06, 1.96,
1.93, 2.01, 1.97, 1.87, 1.87, 2.05, 2.19, 2.07, 2.18, 2.03, 1.95, 1.97, 1.87,
1.84, 1.82, 1.88, 1.89, 1.95, 1.99, 2.05, 2.18, 2.38, 2.16, 2.2, 2.21, 2.14,
2.09, 2.05, 2.12, 2.28, 2.2, 2.27, 2.25, 2.22, 2.27, 2.28, 2.29, 2.21, 2.22,
2.16, 2.17, 2.15, 2.2, 2.11, 2.19, 2.14, 2.06, 2.01, 1.98, 2.08, 2.04, 2.03,
2.05, 2.04, 2.01, 2.05, 2, 2.04, 2.01, 1.97, 2.01, 2.08, 1.99, 2.02, 2.05,
2.05, 2.1, 2.07, 2.22, 2.29, 2.13, 2.14, 2.2, 2.3, 2.31, 2.17, 2.19, 2.16,
2.17, 2.12, 2.11, 2.12, 2.17, 2.12, 2.1, 2.08, 2.03, 2.02, 2.01, 2.01, 2.01,
1.99, 2, 1.96, 1.92, 1.89, 1.87, 1.76, 1.87, 1.96, 1.97, 1.95, 1.95, 1.92)

snp500Dates <- c("31/01/1973", "28/02/1973", "30/03/1973", "30/04/1973", "31/05/1973",
"29/06/1973", "31/07/1973", "31/08/1973", "28/09/1973", "31/10/1973",
"30/11/1973", "31/12/1973", "31/01/1974", "28/02/1974", "29/03/1974",
"30/04/1974", "31/05/1974", "28/06/1974", "31/07/1974", "30/08/1974",
"30/09/1974", "31/10/1974", "29/11/1974", "31/12/1974", "31/01/1975",
"28/02/1975", "31/03/1975", "30/04/1975", "30/05/1975", "30/06/1975",
"31/07/1975", "29/08/1975", "30/09/1975", "31/10/1975", "28/11/1975",
"31/12/1975", "30/01/1976", "27/02/1976", "31/03/1976", "30/04/1976",
"31/05/1976", "30/06/1976", "30/07/1976", "31/08/1976", "30/09/1976",
"29/10/1976", "30/11/1976", "31/12/1976", "31/01/1977", "28/02/1977",
"31/03/1977", "29/04/1977", "31/05/1977", "30/06/1977", "29/07/1977",
"31/08/1977", "30/09/1977", "31/10/1977", "30/11/1977", "30/12/1977",
"31/01/1978", "28/02/1978", "31/03/1978", "28/04/1978", "31/05/1978",
"30/06/1978", "31/07/1978", "31/08/1978", "29/09/1978", "31/10/1978",
"30/11/1978", "29/12/1978", "31/01/1979", "28/02/1979", "30/03/1979",
"30/04/1979", "31/05/1979", "29/06/1979", "31/07/1979", "31/08/1979",
"28/09/1979", "31/10/1979", "30/11/1979", "31/12/1979", "31/01/1980",
"29/02/1980", "31/03/1980", "30/04/1980", "30/05/1980", "30/06/1980",
"31/07/1980", "29/08/1980", "30/09/1980", "31/10/1980", "28/11/1980",
"31/12/1980", "30/01/1981", "27/02/1981", "31/03/1981", "30/04/1981",
"29/05/1981", "30/06/1981", "31/07/1981", "31/08/1981", "30/09/1981",
"30/10/1981", "30/11/1981", "31/12/1981", "29/01/1982", "26/02/1982",
"31/03/1982", "30/04/1982", "31/05/1982", "30/06/1982", "30/07/1982",
"31/08/1982", "30/09/1982", "29/10/1982", "30/11/1982", "31/12/1982",
"31/01/1983", "28/02/1983", "31/03/1983", "29/04/1983", "31/05/1983",
"30/06/1983", "29/07/1983", "31/08/1983", "30/09/1983", "31/10/1983",
"30/11/1983", "30/12/1983", "31/01/1984", "29/02/1984", "30/03/1984",
"30/04/1984", "31/05/1984", "29/06/1984", "31/07/1984", "31/08/1984",
"28/09/1984", "31/10/1984", "30/11/1984", "31/12/1984", "31/01/1985",
"28/02/1985", "29/03/1985", "30/04/1985", "31/05/1985", "28/06/1985",
"31/07/1985", "30/08/1985", "30/09/1985", "31/10/1985", "29/11/1985",
"31/12/1985", "31/01/1986", "28/02/1986", "31/03/1986", "30/04/1986",
"30/05/1986", "30/06/1986", "31/07/1986", "29/08/1986", "30/09/1986",
"31/10/1986", "28/11/1986", "31/12/1986", "30/01/1987", "27/02/1987",
"31/03/1987", "30/04/1987", "29/05/1987", "30/06/1987", "31/07/1987",
"31/08/1987", "30/09/1987", "30/10/1987", "30/11/1987", "31/12/1987",
"29/01/1988", "29/02/1988", "31/03/1988", "29/04/1988", "31/05/1988",
"30/06/1988", "29/07/1988", "31/08/1988", "30/09/1988", "31/10/1988",
"30/11/1988", "30/12/1988", "31/01/1989", "28/02/1989", "31/03/1989",
"28/04/1989", "31/05/1989", "30/06/1989", "31/07/1989", "31/08/1989",
"29/09/1989", "31/10/1989", "30/11/1989", "29/12/1989", "31/01/1990",
"28/02/1990", "30/03/1990", "30/04/1990", "31/05/1990", "29/06/1990",
"31/07/1990", "31/08/1990", "28/09/1990", "31/10/1990", "30/11/1990",
"31/12/1990", "31/01/1991", "28/02/1991", "29/03/1991", "30/04/1991",
"31/05/1991", "28/06/1991", "31/07/1991", "30/08/1991", "30/09/1991",
"31/10/1991", "29/11/1991", "31/12/1991", "31/01/1992", "28/02/1992",
"31/03/1992", "30/04/1992", "29/05/1992", "30/06/1992", "31/07/1992",
"31/08/1992", "30/09/1992", "30/10/1992", "30/11/1992", "31/12/1992",
"29/01/1993", "26/02/1993", "31/03/1993", "30/04/1993", "31/05/1993",
"30/06/1993", "30/07/1993", "31/08/1993", "30/09/1993", "29/10/1993",
"30/11/1993", "31/12/1993", "31/01/1994", "28/02/1994", "31/03/1994",
"29/04/1994", "31/05/1994", "30/06/1994", "29/07/1994", "31/08/1994",
"30/09/1994", "31/10/1994", "30/11/1994", "30/12/1994", "31/01/1995",
"28/02/1995", "31/03/1995", "28/04/1995", "31/05/1995", "30/06/1995",
"31/07/1995", "31/08/1995", "29/09/1995", "31/10/1995", "30/11/1995",
"29/12/1995", "31/01/1996", "29/02/1996", "29/03/1996", "30/04/1996",
"31/05/1996", "28/06/1996", "31/07/1996", "30/08/1996", "30/09/1996",
"31/10/1996", "29/11/1996", "31/12/1996", "31/01/1997", "28/02/1997",
"31/03/1997", "30/04/1997", "30/05/1997", "30/06/1997", "31/07/1997",
"29/08/1997", "30/09/1997", "31/10/1997", "28/11/1997", "31/12/1997",
"30/01/1998", "27/02/1998", "31/03/1998", "30/04/1998", "29/05/1998",
"30/06/1998", "31/07/1998", "31/08/1998", "30/09/1998", "30/10/1998",
"30/11/1998", "31/12/1998", "29/01/1999", "26/02/1999", "31/03/1999",
"30/04/1999", "31/05/1999", "30/06/1999", "30/07/1999", "31/08/1999",
"30/09/1999", "29/10/1999", "30/11/1999", "31/12/1999", "31/01/2000",
"29/02/2000", "31/03/2000", "28/04/2000", "31/05/2000", "30/06/2000",
"31/07/2000", "31/08/2000", "29/09/2000", "31/10/2000", "30/11/2000",
"29/12/2000", "31/01/2001", "28/02/2001", "30/03/2001", "30/04/2001",
"31/05/2001", "29/06/2001", "31/07/2001", "31/08/2001", "28/09/2001",
"31/10/2001", "30/11/2001", "31/12/2001", "31/01/2002", "28/02/2002",
"29/03/2002", "30/04/2002", "31/05/2002", "28/06/2002", "31/07/2002",
"30/08/2002", "30/09/2002", "31/10/2002", "29/11/2002", "31/12/2002",
"31/01/2003", "28/02/2003", "31/03/2003", "30/04/2003", "30/05/2003",
"30/06/2003", "31/07/2003", "29/08/2003", "30/09/2003", "31/10/2003",
"28/11/2003", "31/12/2003", "30/01/2004", "27/02/2004", "31/03/2004",
"30/04/2004", "31/05/2004", "30/06/2004", "30/07/2004", "31/08/2004",
"30/09/2004", "29/10/2004", "30/11/2004", "31/12/2004", "31/01/2005",
"28/02/2005", "31/03/2005", "29/04/2005", "31/05/2005", "30/06/2005",
"29/07/2005", "31/08/2005", "30/09/2005", "31/10/2005", "30/11/2005",
"30/12/2005", "31/01/2006", "28/02/2006", "31/03/2006", "28/04/2006",
"31/05/2006", "30/06/2006", "31/07/2006", "31/08/2006", "29/09/2006",
"31/10/2006", "30/11/2006", "29/12/2006", "31/01/2007", "28/02/2007",
"30/03/2007", "30/04/2007", "31/05/2007", "29/06/2007", "31/07/2007",
"31/08/2007", "28/09/2007", "31/10/2007", "30/11/2007", "31/12/2007",
"31/01/2008", "29/02/2008", "31/03/2008", "30/04/2008", "30/05/2008",
"30/06/2008", "31/07/2008", "29/08/2008", "30/09/2008", "31/10/2008",
"28/11/2008", "31/12/2008", "30/01/2009", "27/02/2009", "31/03/2009",
"30/04/2009", "29/05/2009", "30/06/2009", "31/07/2009", "31/08/2009",
"30/09/2009", "30/10/2009", "30/11/2009", "31/12/2009", "29/01/2010",
"26/02/2010", "31/03/2010", "30/04/2010", "31/05/2010", "30/06/2010",
"30/07/2010", "31/08/2010", "30/09/2010", "29/10/2010", "30/11/2010",
"31/12/2010", "31/01/2011", "28/02/2011", "31/03/2011", "29/04/2011",
"31/05/2011", "30/06/2011", "29/07/2011", "31/08/2011", "30/09/2011",
"31/10/2011", "30/11/2011", "30/12/2011", "31/01/2012", "29/02/2012",
"30/03/2012", "30/04/2012", "31/05/2012", "29/06/2012", "31/07/2012",
"31/08/2012", "28/09/2012", "31/10/2012", "30/11/2012", "31/12/2012",
"31/01/2013", "28/02/2013", "29/03/2013", "30/04/2013", "31/05/2013",
"28/06/2013", "31/07/2013", "30/08/2013", "30/09/2013", "31/10/2013",
"29/11/2013", "31/12/2013", "31/01/2014", "28/02/2014", "31/03/2014",
"30/04/2014", "30/05/2014", "30/06/2014", "31/07/2014", "29/08/2014",
"30/09/2014", "31/10/2014", "28/11/2014", "31/12/2014", "30/01/2015",
"27/02/2015", "31/03/2015", "30/04/2015", "29/05/2015", "30/06/2015",
"31/07/2015", "31/08/2015", "30/09/2015", "30/10/2015", "30/11/2015",
"31/12/2015", "29/01/2016", "29/02/2016", "31/03/2016", "29/04/2016",
"31/05/2016", "30/06/2016", "29/07/2016", "31/08/2016", "30/09/2016",
"31/10/2016", "30/11/2016", "30/12/2016", "31/01/2017", "28/02/2017",
"31/03/2017", "28/04/2017", "31/05/2017", "30/06/2017", "31/07/2017",
"31/08/2017", "29/09/2017", "31/10/2017", "30/11/2017", "29/12/2017",
"31/01/2018", "28/02/2018", "30/03/2018", "30/04/2018", "31/05/2018",
"29/06/2018", "31/07/2018")

snp <- tibble(date = dmy(snp500Dates), value = snp500)


spreads <- c(1.222519557, 1.02593843, 1.051030925, 0.844818095, 0.740616346,
0.783350368, 0.668012318, 0.640273973, 0.689253137, 0.518726816, 0.410110738,
0.384661218, 0.423958928, 0.43554197, 0.51971794, 0.679687122, 0.683969818,
0.48850992, 0.358476965, 0.334589269, 0.338555857, 0.344763057, 0.340239201,
0.338805101, 0.371284741, 0.372152669, 0.357500219, 0.333389868, 0.317168161,
0.309933653, 0.275438353, 0.270970041, 0.272079362, 0.276059309, 0.279062759,
0.322947752, 0.370239355, 0.339609727, 0.371871333, 0.371188757, 0.35533794,
0.356670084, 0.361309391, 0.352925505, 0.371295489, 0.402421789, 0.396901014,
0.363872363, 0.343175988, 0.355692323, 0.354066911, 0.345084811, 0.307988854,
0.308740591, 0.242381161, 0.26027556, 0.248829701, 0.207882937, 0.227250624,
0.230203468, 0.232358447, 0.239758085, 0.23351998, 0.23148416, 0.238881868,
0.199220425, 0.167049068, 0.15334968, 0.144488182, 0.103460205, 0.112688738,
0.130283152, 0.290399398, 0.234490934, 0.114414254, 0.119398604, 0.092179466,
0.091067, 0.121187365, 0.097319521, 0.141499062, 0.171597912, 0.172051761,
0.14671408, 0.150456977, 0.123736932, 0.130212605, 0.133636268, 0.147093262,
0.130063881, 0.08749718, 0.069912946, 0.07060321, 0.079806742, 0.095848364,
0.144134233, 0.124580512, 0.123648977, 0.105480153, 0.122063043, 0.11763519,
0.126417331, 0.103039972, 0.127383341, 0.136605452, 0.159287103, 0.179607819,
0.1865785, 0.182652247, 0.164459995, 0.169676202, 0.162681013, 0.174755886,
0.159412443, 0.159227261, 0.166761913, 0.152283858, 0.165107781, 0.155725101,
0.156627901, 0.132339315, 0.17985003, 0.210334586, 0.244360847, 0.215020449,
0.273097526, 0.200546922, 0.271386673, 0.309395608, 0.491034261, 0.410480735,
0.406274884, 0.461804846, 0.472862695, 0.500624036, 0.608245172, 0.772926927,
0.998059506, 1.250570969, 1.49499426, 1.433740927, 1.436272279, 1.205632598,
1.018118266, 1.056994192, 0.956510393, 0.735730516, 0.761362873, 0.8151265,
0.81706983, 0.871589304, 0.94441587, 1.06745737, 1.005905443, 1.261404483,
1.645662963, 2.126473794, 2.077252964, 2.172276652, 2.380844126, 2.177247372,
2.69624789, 2.782225242, 2.710784603, 2.503943537, 2.691831926, 2.762433965,
3.175749799, 3.508372677, 4.108842721, 4.16745258, 4.860600646, 4.859329703,
5.891069181, 5.705368722, 5.919464982, 5.41807208, 4.584969316, 5.389969551,
6.15754113, 6.279063448, 6.366979903, 5.967690449, 5.045191335, 4.582790386,
4.625336348, 4.099568149, 3.4552827, 3.566125182, 3.768130461, 3.606752593,
3.061625691, 3.266045505, 3.322803373, 3.068471313, 2.994596856, 2.750905588,
2.693182658, 2.591828267, 2.333451918, 2.233645253, 2.008289646, 1.829307297,
1.835944869, 1.666003748, 1.748965252, 1.727969088, 1.555894105, 1.753184719,
1.726170075, 1.636122055, 1.646456042, 1.618548492, 1.488137457, 1.744623526,
1.693890409, 1.838968544, 1.795847709, 1.656240955, 1.608613394, 1.467706722,
1.383181872, 1.374275808, 1.536923825, 1.879432244, 1.64612415, 1.734816281,
1.731793687, 1.812951516)


spreadDates <- c("01/06/1997", "01/07/1997", "01/08/1997", "01/09/1997", "01/10/1997",
"01/11/1997", "01/12/1997", "01/01/1998", "01/02/1998", "01/03/1998",
"01/04/1998", "01/05/1998", "01/06/1998", "01/07/1998", "01/08/1998",
"01/09/1998", "01/10/1998", "01/11/1998", "01/12/1998", "01/01/1999",
"01/02/1999", "01/03/1999", "01/04/1999", "01/05/1999", "01/06/1999",
"01/07/1999", "01/08/1999", "01/09/1999", "01/10/1999", "01/11/1999",
"01/12/1999", "01/01/2000", "01/02/2000", "01/03/2000", "01/04/2000",
"01/05/2000", "01/06/2000", "01/07/2000", "01/08/2000", "01/09/2000",
"01/10/2000", "01/11/2000", "01/12/2000", "01/01/2001", "01/02/2001",
"01/03/2001", "01/04/2001", "01/05/2001", "01/06/2001", "01/07/2001",
"01/08/2001", "01/09/2001", "01/10/2001", "01/11/2001", "01/12/2001",
"01/01/2002", "01/02/2002", "01/03/2002", "01/04/2002", "01/05/2002",
"01/06/2002", "01/07/2002", "01/08/2002", "01/09/2002", "01/10/2002",
"01/11/2002", "01/12/2002", "01/01/2003", "01/02/2003", "01/03/2003",
"01/04/2003", "01/05/2003", "01/06/2003", "01/07/2003", "01/08/2003",
"01/09/2003", "01/10/2003", "01/11/2003", "01/12/2003", "01/01/2004",
"01/02/2004", "01/03/2004", "01/04/2004", "01/05/2004", "01/06/2004",
"01/07/2004", "01/08/2004", "01/09/2004", "01/10/2004", "01/11/2004",
"01/12/2004", "01/01/2005", "01/02/2005", "01/03/2005", "01/04/2005",
"01/05/2005", "01/06/2005", "01/07/2005", "01/08/2005", "01/09/2005",
"01/10/2005", "01/11/2005", "01/12/2005", "01/01/2006", "01/02/2006",
"01/03/2006", "01/04/2006", "01/05/2006", "01/06/2006", "01/07/2006",
"01/08/2006", "01/09/2006", "01/10/2006", "01/11/2006", "01/12/2006",
"01/01/2007", "01/02/2007", "01/03/2007", "01/04/2007", "01/05/2007",
"01/06/2007", "01/07/2007", "01/08/2007", "01/09/2007", "01/10/2007",
"01/11/2007", "01/12/2007", "01/01/2008", "01/02/2008", "01/03/2008",
"01/04/2008", "01/05/2008", "01/06/2008", "01/07/2008", "01/08/2008",
"01/09/2008", "01/10/2008", "01/11/2008", "01/12/2008", "01/01/2009",
"01/02/2009", "01/03/2009", "01/04/2009", "01/05/2009", "01/06/2009",
"01/07/2009", "01/08/2009", "01/09/2009", "01/10/2009", "01/11/2009",
"01/12/2009", "01/01/2010", "01/02/2010", "01/03/2010", "01/04/2010",
"01/05/2010", "01/06/2010", "01/07/2010", "01/08/2010", "01/09/2010",
"01/10/2010", "01/11/2010", "01/12/2010", "01/01/2011", "01/02/2011",
"01/03/2011", "01/04/2011", "01/05/2011", "01/06/2011", "01/07/2011",
"01/08/2011", "01/09/2011", "01/10/2011", "01/11/2011", "01/12/2011",
"01/01/2012", "01/02/2012", "01/03/2012", "01/04/2012", "01/05/2012",
"01/06/2012", "01/07/2012", "01/08/2012", "01/09/2012", "01/10/2012",
"01/11/2012", "01/12/2012", "01/01/2013", "01/02/2013", "01/03/2013",
"01/04/2013", "01/05/2013", "01/06/2013", "01/07/2013", "01/08/2013",
"01/09/2013", "01/10/2013", "01/11/2013", "01/12/2013", "01/01/2014",
"01/02/2014", "01/03/2014", "01/04/2014", "01/05/2014", "01/06/2014",
"01/07/2014", "01/08/2014", "01/09/2014", "01/10/2014", "01/11/2014",
"01/12/2014", "01/01/2015", "01/02/2015", "01/03/2015", "01/04/2015",
"01/05/2015", "01/06/2015", "01/07/2015", "01/08/2015", "01/09/2015",
"01/10/2015", "01/11/2015", "01/12/2015", "01/01/2016", "01/02/2016",
"01/03/2016", "01/04/2016", "01/05/2016", "01/06/2016")


spread <- tibble(date = dmy(spreadDates), value = spreads)

usethis::use_data(snp, spread, overwrite = TRUE)