The Turkish stock exchange index, was recorded daily from 
1/1/1988 to 31/12/1998. 
The daily returns, <code>ret=log(I_(i+1)/I_(i))</code>, were obtained for i = 1,2,...,2868.

datasets

Data used as examples in the current two books on Generalised Additive Models for Location Scale and Shape introduced by Rigby and Stasinopoulos (2005), <doi:10.1111/j.1467-9876.2005.00510.x>.

Mikis Stasinopoulos

gamlss.data

Data for Generalised Additive Models for Location Scale and
Shape

tse function

A data frame with 2868 observations on the following 4 variables.<dl>
 <dt><code>year</code></dt>
<dd>the year</dd> <dt><code>month</code></dt>
<dd>the month</dd> <dt><code>day</code></dt>
<dd>the day</dd> <dt><code>ret</code></dt>
<dd>day returns <code>ret[t]=ln(currency[t])-ln(currency[t-1])</code></dd> <dt><code>currency</code></dt>
<dd>the currency exchange rate</dd> <dt><code>tl</code></dt>
<dd>day return <code>ret[t]=log10(currency[t])-log10(currency[t-1])</code></dd> 
</dl>

Format

The Turkish stock exchange index — tse

A data frame with 2868 observations on the following 4 variables.<dl>
 <dt><code>year</code></dt>
<dd>the year</dd>

 <dt><code>month</code></dt>
<dd>the month</dd>

 <dt><code>day</code></dt>
<dd>the day</dd>

 <dt><code>ret</code></dt>
<dd>day returns <code>ret[t]=ln(currency[t])-ln(currency[t-1])</code></dd>

 <dt><code>currency</code></dt>
<dd>the currency exchange rate</dd>

 <dt><code>tl</code></dt>
<dd>day return <code>ret[t]=log10(currency[t])-log10(currency[t-1])</code></dd>

 
</dl>

tse: The Turkish stock exchange index

Description

Usage

Arguments

Format

References

Examples