UsingR (version 2.0-7)

sp500.excess: Excess returns of S\&P 500

Description

Excess returns of S\&P 500. These are defined as the difference between the series and some riskless asset.

Usage

data(sp500.excess)

Format

The format is: Time-Series [1:792] from 1929 to 1995: 0.0225 -0.044 -0.0591 0.0227 0.0077 0.0432 0.0455 0.0171 0.0229 -0.0313 ...

Examples

# NOT RUN {
data(sp500.excess)
plot(sp500.excess)
# }