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This data set gives the value of Standard and Poor's most notable stock market price index (the S&P 500) at year end, from 1800 to 2001.
data(SandP500)A vector of 202 observations.
Brown, Barry W., Spears, Floyd M. and Levy, Lawrence B. (2002) The log F: a distribution for all seasons. Computational Statistics, 17, 47--58.
data(SandP500)
### Consider proportional changes in the index
change<-SandP500[-length(SandP500)]/SandP500[-1]
hist(change)
### Fit hyperbolic distribution to changes
hyperbFit(change)
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