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astsa (version 2.1)

sp500.gr: Returns of the S&P 500

Description

Daily growth rate of the S&P 500 from 2001 though 2011.

Arguments

Format

The format is: Time Series; Start = c(2001, 2); End = c(2011, 209); Frequency = 252

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.