spx {fHMM}R Documentation

Standard & Poor’s 500 (S&P 500) index data

Description

Standard & Poor’s 500 (S&P 500) index data from 1928 to 2022 from Yahoo Finance.

Usage

spx

Format

A data.frame with 23864 rows and the following 7 columns:

Details

The data was obtained via:

spx <- download_data(
  symbol = "^GSPC",    # S&P 500 identifier on Yahoo Finance
  from = "1928-01-01", # first observation
  to = "2022-12-31"    # last observation
)

[Package fHMM version 1.3.1 Index]