Description Usage Format Source Examples
Excess returns of S\&P 500. These are defined as the difference between the series and some riskless asset.
1 |
The format is: Time-Series [1:792] from 1929 to 1995: 0.0225 -0.044 -0.0591 0.0227 0.0077 0.0432 0.0455 0.0171 0.0229 -0.0313 ...
This data set is used in Tsay, Analysis of Financial Time Series. It was downloaded from www.gsb.uchicago.edu/fac/ruey.tsay/teaching/fts. The fSeries package may also contain this data set.
1 2 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.