stockdata {huge}

Stock price of S&P 500 companies from 2003 to 2008

Description

This data set consists of stock price and company information.

Usage

data(stockdata)

Format

The format is a list containing contains two matrices. 1. data - 1258x452, represents the 452 stocks' close prices for 1258 trading days. 2. info - 452x3: The 1st column: the query symbol for each company. The 2nd column: the category for each company. The 3rd column: the full name of each company.

Details

This data set can be used to perform high-dimensional graph estimation to analyze the relationships between S&P 500 companies.

Source

It was publicly available at finance.yahoo, which is now out of date

Examples

data(stockdata)
image(stockdata$data)
stockdata$info