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portes (version 2.1-3)

IbmSp500: Monthly Returns of IBM and S&P 500 Index

Description

The monthly returns of IBM stock and the S&P 500 index from January 1926 to December 2008. This data has been discussed by Tsay (2010, Chapter 8).

Usage

data(IbmSp500)

Arguments

Format

A data frame with 996 observations on the following 3 variables.
date
a numeric vector
ibm
a numeric vector
sp
a numeric vector

Source

http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/

References

Tsay, R. S. (2010). "Analysis of Financial Time Series". Wiley, New York, 3rd edition.

Examples

Run this code
data(IbmSp500)
plot(IbmSp500) 
acf(IbmSp500)
fitstable(IbmSp500)

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