finData {HAC}

Financial data

Description

This data set contains the standardized residuals of the filtered daily log-returns of four oil corporations: Chevron Corporation (CVX), Exxon Mobil Corporation (XOM), Royal Dutch Shell (RDSA) and Total (FP), covering n = 283 observations from 2011-02-02 to 2012-03-19. Intertemporal dependence is removed by usual ARMA-GARCH models, whose standardized residuals are used as finData.

Format

A matrix containing 283 observations of 4 stocks. The tickers of the stocks are presented as colnames.

Source

Yahoo! Finance

Examples

# load the data
data(finData)