costat (version 1.1-1)

x2: Particular section of SP500 log-returns series.

Description

Observations 513:1024 from the SP500 log-return series stored in SP500FTSElr dataset.

Usage

data(x2)

format

A vector of 512 observations of the SP500 log-returns series.

source

Yahoo! Finance

Details

Its just more convenient to refer to x2 than to SP500FTSElr[513:1024,2].

References

`Costationarity and stationarity tests for stock index returns' by Cardinali and Nason.

Examples

ts.plot(x2)