IbmSp500

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

datasets

Contains common univariate and multivariate portmanteau test statistics for time series models. These tests are based on using asymptotic distributions such as chi-square distribution and based on using the Monte Carlo significance tests. Also, it can be used to simulate from univariate and multivariate seasonal time series models.

Esam Mahdi

portes

Portmanteau Tests for Time Series Models

IbmSp500 function

A data frame with 996 observations on the following 3 variables.<dl>
 <dt><code>date</code></dt>
<dd>a numeric vector</dd> <dt><code>ibm</code></dt>
<dd>a numeric vector</dd> <dt><code>sp</code></dt>
<dd>a numeric vector</dd> 
</dl>

Format

Monthly Returns of IBM and S&amp;P 500 Index — IbmSp500

A data frame with 996 observations on the following 3 variables.<dl>
 <dt><code>date</code></dt>
<dd>a numeric vector</dd>

 <dt><code>ibm</code></dt>
<dd>a numeric vector</dd>

 <dt><code>sp</code></dt>
<dd>a numeric vector</dd>

 
</dl>

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

Description

Usage

Arguments

Format

References

Examples