portes (version 1.04)

monthibmspln: The Monthly Log Returns of IBM Stock and the S&P 500 Index

Description

The monthly log returns of IBM stock and the S&P 500 index from January 1926 to December 1999. This data has been discussed by Tsay (2005, p.356).

Usage

data(monthibmspln)

source

http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts2/

References

Tsay, R. S. (2005). "Analysis of Financial Time Series". Wiley, New York, 2nd edition.

Examples

acf(monthibmspln$IBM)
FitStable(monthibmspln$IBM)
acf(monthibmspln$SP500)
FitStable(monthibmspln$SP500)