logSP500: Daily adjusted logarithmic returns for the Standard and...
In mondrus96/FaBiSearch: Change Point Detection in High-Dimensional Time Series Networks
logSP500 R Documentation
Daily adjusted logarithmic returns for the Standard and Poor's 500
Description
A dataframe of the daily adjusted logarithmic returns for the Standard and Poor's 500 (S&P 500) stock market index. Each row corresponds to a
trading day from 2018-01-01 to 2021-03-31. Data was retrieved from Yahoo Finance using the getSymbols() function from the quantmod
package.
Usage
logSP500
Format
A dataframe with 815 rows and 500 columns/variables.
mondrus96/FaBiSearch documentation built on Aug. 24, 2024, 1:35 a.m.
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.
| logSP500 | R Documentation |
Daily adjusted logarithmic returns for the Standard and Poor's 500
Description
A dataframe of the daily adjusted logarithmic returns for the Standard and Poor's 500 (S&P 500) stock market index. Each row corresponds to a
trading day from 2018-01-01 to 2021-03-31. Data was retrieved from Yahoo Finance using the getSymbols() function from the quantmod
package.
Usage
logSP500
Format
A dataframe with 815 rows and 500 columns/variables.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.