Baidu: End of second returns for Google from 1st March 2011
In nunesmatt/CNLTtsa: Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis
Description
Usage
Format
References
Examples
Description
Often several trades per second of a stock occur; this dataset consists of the last quoted value for each second for 1st March 2011.
Thus the finest sampling interval is one second, but as there are seconds with no trades, the data have an unequally spaced sampling regime.
Usage
1
data("Baidu")
Format
A data frame with 7984 observations on the following 3 variables.
TimeA variable with the time of the trade.
Seconds.indexAn index representing the time (in seconds) from the start of the data, representing the sampling regime of the series.
ReturnThe return price of the stock.
References
Hamilton, J., Nunes, M. A, Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications.
Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.
Examples
1
2
3
nunesmatt/CNLTtsa documentation built on May 6, 2019, 8:58 p.m.
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Description Usage Format References Examples
Description
Often several trades per second of a stock occur; this dataset consists of the last quoted value for each second for 1st March 2011. Thus the finest sampling interval is one second, but as there are seconds with no trades, the data have an unequally spaced sampling regime.
Usage
1 | data("Baidu")
|
Format
A data frame with 7984 observations on the following 3 variables.
TimeA variable with the time of the trade.
Seconds.indexAn index representing the time (in seconds) from the start of the data, representing the sampling regime of the series.
ReturnThe return price of the stock.
References
Hamilton, J., Nunes, M. A, Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.
Examples
1 2 3 |
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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