sp500

<p>This dataset contains S&amp;P 500 index prices, given in percentages, for all full trading days
between January 3, 2017 and January 2, 2018, observed at a 1-minute frequency (390 grid points per day).</p>

datasets

It offers comprehensive tools for the analysis of functional
time series data, focusing on white noise hypothesis testing and
goodness-of-fit evaluations, alongside functions for
simulating data and advanced visualization techniques, such as 3D
rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017)  <doi:10.1016/j.jmva.2017.08.004>,
Yeh, Rice, and Dubin (2023) <doi:10.1214/23-EJS2112>, Kim, Kokoszka, and Rice (2023) <doi:10.1214/23-ss143>, and
Rice, Wirjanto, and Zhao (2020) <doi:10.1111/jtsa.12532>.

Mihyun Kim

FTSgof

White Noise and Goodness-of-Fit Tests for Functional Time Series

Chi-Kuang Yeh

Yuqian Zhao

Gregory Rice

sp500 function

<p>A matrix with rows representing minute-by-minute time points and columns representing intraday prices.</p>

Format

S&amp;P 500 Index Price Data — sp500

S&amp;P 500 Index Price Data

sp500: S&P 500 Index Price Data

Description

Usage

Arguments

Format