SP500 {BCT} | R Documentation |

## Daily changes in the S&P 500 index

### Description

This dataset contains the quantised daily changes x_{i} in the Standard & Poorâ€™s index price,
from January 2, 1928 until October 7, 2016. The price changes are quantised to 7 values as follows:
If the change between two successive trading days (i - 1) and i is smaller than
-3%, x_{i} is set equal to 0; if the change is between -3% and -2%,
x_{i}=1; for
changes in the intervals (-2%, -1%], (-1%, 1%],
(1%, 2%], and (2%, 3%]
x_{i} is set
equal to 2,3,4 and 5, respectively; and for changes greater than 3%, x_{i} = 6.

### Usage

```
SP500
```

### Format

An object of class `"character"`

.

### References

Yahoo! finance.
(yahoo_finance)

### Examples

```
BCT(SP500, 10)
```

[Package

*BCT* version 1.2

Index]