sret {costat}R Documentation

Particular section of SP500 log-returns series.

Description

Observations 256:767 from the SP500 log-return series stored in SP500FTSElr dataset.

Usage

data(sret)

Format

A vector of 512 observations of the SP500 log-returns series.

Details

Its just more convenient to refer to sret than to SP500FTSElr[256:767,2].

Source

Yahoo! Finance

References

Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.

Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.

Examples

## Not run: ts.plot(sret)

[Package costat version 2.4 Index]