kospi200 {EMD} | R Documentation |
Korea Stock Price Index 200
Description
the weekly KOSPI 200 index from January, 1990 to February, 2007.
Usage
data(kospi200)
Format
A list of date and KOSPI200 index
Details
See Kim and Oh (2009) for the analysis for kospi200 data using EMD.
References
Kim, D. and Oh, H.-S. (2009) A Multi-Resolution Approach to Non-Stationary Financial Time Series Using the Hilbert-Huang Transform. The Korean Journal of Applied Statistics, 22, 499–513.
Examples
data(kospi200)
names(kospi200)
plot(kospi200$date, kospi200$index, type="l")
[Package EMD version 1.5.9 Index]