R/stocks.R

In ph-rast/bmgarch: Bayesian Multivariate GARCH Models

#' Daily data on returns of Toyota, Nissan, and Honda stocks.
#'
#' A dataset used by Stata to illustrate MGARCH models containing daily data on returns of Toyota, Nissan, and Honda stocks.
#'
#' @format Data frame with 2015 rows and 5 variables:
#' \describe{
#'   \item{date}{Date}
#'   \item{t}{Sequential time index}
#'   \item{toyota}{Daily returns for Toyota stock}
#'   \item{nissan}{Daily returns for Nissan stock}
#'   \item{honda}{Daily returns for Honda stock}
#' }
"stocks"