sp500w

<p>Weekly closing returns of the SP 500 from 2003 to September,  2012.</p>

datasets

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed coming), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.

David Stoffer

astsa

Applied Statistical Time Series Analysis

sp500w function

<p>An 'xts' object on 2003-01-03 to 2012-09-28; 
  Indexed by objects of class: [Date] TZ: UTC</p>

sp500w: Weekly Growth Rate of the Standard and Poor's 500

Description

Arguments

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References