data-examples: Time series data sets

In timeSeries: Financial Time Series Objects (Rmetrics)

Time series data sets

Description

Three data sets used in example files.

Details

The following datasets are available:

MSFT

Daily Microsoft OHLC (Open-high-low-close) prices and volume from 2000-09-27 to 2001-09-27.

USDCHF

USD/CHF intraday foreign exchange rates.

LPP2005REC

Swiss pension fund assets returns benchmark from 2005-11-01 to 2007-04-11.

The datasets are objects from class "timeSeries".

Note

No further information about the LPP2005REC is available. The meaning of the columns?

See Also

readSeries, timeSeries

Examples

## LPP2005 example data set
data(LPP2005REC)
plot(LPP2005REC, type = "l")
class(LPP2005REC)
dim(LPP2005REC)
head(LPP2005REC)
LPP2005REC[1:5, 2:4]
range(time(LPP2005REC))
summary(LPP2005REC)
   
## MSFT example data set
data(MSFT)
plot(MSFT[, 1:4], type = "l")
plot(MSFT[, 5], type = "h")
class(MSFT)
range(time(MSFT))
head(MSFT)
   
## Plot USDCHF example data set
data(USDCHF)
plot(USDCHF)
range(time(USDCHF))
head(USDCHF)

timeSeries documentation built on Jan. 13, 2024, 8:16 p.m.