data-sp500

sp500

<p>Contains the returns of the S&amp;P 500 stock index for the years 2007--2010.
The returns were computed as <code>(Adjusted.Close-Open)/Open</code>.</p>

data

Methods to determine, smooth and plot quantile periodograms for
univariate and multivariate time series. See Kley (2016) <doi:10.18637/jss.v070.i03>
for a description and tutorial.

Tobias Kley

quantspec

Quantile-Based Spectral Analysis of Time Series

Stefan Birr

data-sp500 function

<p>A univariate time series with 1008 observations; a <code>zoo</code> object</p>

data-sp500: S&P 500: Standard and Poor's 500 stock index, 2007--2010

Description

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Examples