nyse {astsa}R Documentation

Returns of the New York Stock Exchange

Description

Returns of the New York Stock Exchange (NYSE) from February 2, 1984 to December 31, 1991.

Usage

data(nyse)

Format

The format is: Time-Series [1:2000] from 1 to 2000: 0.00335 -0.01418 -0.01673 0.00229 -0.01692 ...

Source

S+GARCH module - Version 1.1 Release 2: 1998

References

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts are https://www.stat.pitt.edu/stoffer/tsa4/ and https://www.stat.pitt.edu/stoffer/tsda/.


[Package astsa version 1.14 Index]