portes (version 5.0)

IbmSp500: Monthly Returns of IBM and S&P 500 Index

Description

The monthly returns of IBM stock and the S&P 500 index from January 1926 to December 2008. This data has been discussed by Tsay (2010, Chapter 8).

Usage

data(IbmSp500)

Format

A data frame with 996 observations on the following 3 variables.

date

a numeric vector

ibm

a numeric vector

sp

a numeric vector

References

Tsay, R. S. (2010). "Analysis of Financial Time Series". Wiley, New York, 3rd edition.

Examples

# NOT RUN {
data(IbmSp500)
plot(IbmSp500) 
acf(IbmSp500)
fitstable(IbmSp500)

# }