R/stock_data.R

In lucasgodeiro/TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

#' @title Stock Data
#'
#' @description A simple \code{tibble} containing the S&P 500 return and the VIX volatility index from 1992:01 through 2018:11.
#'
#' @format A tibble with 3 components.
#'
#' \describe{
#' \item{dates}{The vector of dates.}
#' \item{sp_return}{The S&P 500 returns.}
#' \item{vix}{The volatility index.}
#' }
"stock_data"