gas {IndGenErrors}

Standardized residuals of weekly log-returns of gas and oil prices in Canada from 2008 to end of February 2011

Description

Data frame containg xres (standardized residuals of gas prices from a ARMA(2,2) model) and yres (standardized residuals of oil prices from a ARMA(1,1)-GARCH(1,1) model).

Usage

data(gas)

Format

Residuals

Examples

data(gas)
plot(gas$xres)