sp500w

<p>Weekly closing returns of the SP 500 from 2003 to September,  2012.</p>

datasets

Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <DOI:10.1201/9780429273285>.

David Stoffer

astsa

Applied Statistical Time Series Analysis

sp500w function

<p>An 'xts' object on 2003-01-03 to 2012-09-28; 
  Indexed by objects of class: [Date] TZ: UTC</p>

sp500w: Weekly Growth Rate of the Standard and Poor's 500

Description

Arguments

Format

References