LogSPX | R Documentation |
Intraday five minutes Standard and Poor 500 Log-prices data ranging from 09 july 2012 to 01 april 2015.
data(LogSPX)
The dataset is composed by a list where the element Data$allObs
contains the intraday five minutes Standard and Poor cumulative Log-return data computed as Log(P_t)-Log(P_0)
and P_0
is the open SPX price at 09 july 2012. Data$logdayprice
contains daily SPX log prices and. Each day we have the same number of observation and the value is reported in Data$obsinday
.
data(LogSPX)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.