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]