ftse {SMPracticals}

FTSE Daily Returns

Description

Daily returns ( index, 1991–1998.

Usage

data(ftse)

Format

A time series.

References

Davison, A. C. (2003) Statistical Models. Cambridge University Press. Page 266.

Examples

data(ftse)
plot(ftse,type="l",xlab="Time",ylab="Percent return")
plot(exp(cumsum(ftse/100)),type="l",xlab="Time",ylab="Relative closing value")