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


[Package astsa version 1.9 Index]