astsa (version 2.4)

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

You can find demonstrations of astsa capabilities at FUN WITH ASTSA.

The most recent version of the package can be found at https://github.com/nickpoison/astsa/.

In addition, the News and ChangeLog files are at https://github.com/nickpoison/astsa/blob/master/NEWS.md.

The webpages for the texts and some help on using R for time series analysis can be found at https://nickpoison.github.io/.

Examples

# if 'xts' is not loaded, you can do this
par(mfrow=2:1)
tsplot(sp500w, col=4, lwd=2)                 # no dates
tsplot(timex(sp500w), sp500w, col=4, lwd=2)  # dates