astsa (version 1.4)

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

Description

Weekly closing returns of the SP 500 from 2003 to September, 2012.

Format

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

References

http://www.stat.pitt.edu/stoffer/tsa4/