techprices

<p>This data set contains the series of daily prices of Google, Microsof and Amazon stocks from January 3, 2005 to June 16, 2020, gathered from Yahoo.</p>

datasets

Allows the user to estimate a vector logistic smooth transition autoregressive model via maximum log-likelihood or nonlinear least squares. It further permits to test for linearity in the multivariate framework against a vector logistic smooth transition autoregressive model with a single transition variable. The estimation method is discussed in Terasvirta and Yang (2014, <doi:10.1108/S0731-9053(2013)0000031008>). Also, realized covariances can be constructed from stock market prices or returns, as explained in Andersen et al. (2001, <doi:10.1016/S0304-405X(01)00055-1>).

Andrea Bucci

starvars

Vector Logistic Smooth Transition Models Estimation and
Prediction

Giulio Palomba

Eduardo Rossi

Andrea Faragalli

techprices function

<p>An <code>xts</code> object with 3890 daily observations,
  ranging from from January 3, 2005 to June 16, 2020.</p>
<p></p><table><tr><td>
    <code>Google</code> </td>
<td> daily closing prices of Google (GOOG) stock. </td>
</tr><tr><td>
    <code>Microsoft</code> </td>
<td> daily closing prices of Microsoft (MSFT) stock. </td>
</tr><tr><td>
    <code>Amazon</code> </td>
<td> daily closing stock prices of Amazon (AMZN) stock. </td>
</tr></table>

Format

Daily closing prices of 3 tech stocks. — techprices

Daily closing prices of 3 tech stocks.

techprices: Daily closing prices of 3 tech stocks.

Description

Usage

Arguments

Format

`Google`	daily closing prices of Google (GOOG) stock.
`Microsoft`	daily closing prices of Microsoft (MSFT) stock.
`Amazon`	daily closing stock prices of Amazon (AMZN) stock.