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 class="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><p></p><p>
</p>

Format

Author

Daily closing prices of 3 tech stocks. — techprices

<p>An <code>xts</code> object with 3890 daily observations,
  ranging from from January 3, 2005 to June 16, 2020.</p>
<p></p><table class='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>




techprices: Daily closing prices of 3 tech stocks.

Description

Usage

Arguments

Format

Author

`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.