data-FTSE100: Financial Times Stock Exchange 100 Index,...
In tobiaskley/forecastSNSTSexamples: Data Examples for the R Package 'forecastSNSTS'
Description
Format
Details
References
Examples
Description
Share index of 100 companies listed on the London Stock Exchange with the
highest market capitalisation. The first series contains the opening prices,
the second series contains the closing prices.
Format
A bivariate time series with 607 observations; a zoo object
Details
Obtained from Finanzen.net on 29 May 2017
http://www.finanzen.net/index/FTSE_100/Historisch.
References
Further information on the index
https://en.wikipedia.org/wiki/FTSE_100_Index
Examples
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FTSE100_open <- FTSE100[,1]
FTSE100_close <- FTSE100[,2]
FTSE100_returns <- (FTSE100_open - FTSE100_close) / FTSE100_close
FTSE100_volatility <- FTSE100_returns^2 - mean(FTSE100_returns^2)
op <- par(mfcol=c(1,2))
plot(FTSE100_close, main = "", ylab="FTSE 100", xlab="year")
plot(FTSE100_volatility, main = "", ylab="returns (sq., ctrd.)", xlab="year")
par(op)
tobiaskley/forecastSNSTSexamples documentation built on May 31, 2019, 4:44 p.m.
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Description Format Details References Examples
Description
Share index of 100 companies listed on the London Stock Exchange with the highest market capitalisation. The first series contains the opening prices, the second series contains the closing prices.
Format
A bivariate time series with 607 observations; a zoo object
Details
Obtained from Finanzen.net on 29 May 2017 http://www.finanzen.net/index/FTSE_100/Historisch.
References
Further information on the index https://en.wikipedia.org/wiki/FTSE_100_Index
Examples
1 2 3 4 5 6 7 8 | FTSE100_open <- FTSE100[,1]
FTSE100_close <- FTSE100[,2]
FTSE100_returns <- (FTSE100_open - FTSE100_close) / FTSE100_close
FTSE100_volatility <- FTSE100_returns^2 - mean(FTSE100_returns^2)
op <- par(mfcol=c(1,2))
plot(FTSE100_close, main = "", ylab="FTSE 100", xlab="year")
plot(FTSE100_volatility, main = "", ylab="returns (sq., ctrd.)", xlab="year")
par(op)
|
R Package Documentation
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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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