The daily log returns on the S&P index value from
Tuesday 5th January 1960 until Friday 16 October 1987.
The data are contained in a numeric vector.
The dates of each observation are contained in a times
attribute, which is an object of class "POSIXct"
(see
DateTimeClasses
).
data(spto87)
A numeric vector containing 6985 observations, with a
times
attribute which is a POSIXct
object
of the same length.