CAC40return {weakARMA}

Paris stock exchange return

Description

This data set considers CAC40 return at the closure of the market from March 2, 1990 to June 14, 2021.

Usage

CAC40return

Format

A numerical vector with 7935 observations.

We computed every value from the dataset CAC40 with the following code:

 cac<-CAC40;
 n<-length(cac);
 rend<-rep(0,n);
 rend[2:n]<-(log(cac[2:n]/cac[1:(n-1)])*100);
 CAC40return<-rend[2:n]
 

See Also

CAC40 and CAC40return.sq