R Dataset / Package Ecdat / SP500

Submitted by pmagunia on March 9, 2018 - 1:06 PM
Dataset License
GNU General Public License v2.0
Attachment Size
dataset-39336.csv 28.1 KB
Documentation

Returns on Standard \& Poor's 500 Index

Description

daily observations from 1981–01 to 1991–04

number of observations : 2783

Usage

data(SP500)

Format

A dataframe containing :

r500

daily return S\&P500 (change in log index)

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series

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Dataset imported from https://www.r-project.org.

Documentation License
GNU General Public License v2.0

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