<p>The adjusted closing price of the SPY ETF.</p>

datasets

Goodness of Fit and Forecast Evaluation Tests for timeseries models. Includes, among others, the Generalized Method of Moments (GMM) Orthogonality Test of Hansen (1982), the Nyblom (1989) parameter constancy test, the sign-bias test of Engle and Ng (1993), and a range of tests for value at risk and expected shortfall evaluation.

Alexios Ghalanos

tstests

Time Series Goodness of Fit and Forecast Evaluation Tests

Alexios Galanos

spy function


<div class="section" id="spy">
<h3><code>spy</code></h3><p></p><p>
</p><p>An xts vector with 7597 observations spanning the period 1993-01-29 / 2023-03-30
from Yahoo Finance.</p>
</div>


Format

SPY ETF Adjusted Close — spy


<div class='section' id='spy'>
<h3><code>spy</code></h3>


<p>An xts vector with 7597 observations spanning the period 1993-01-29 / 2023-03-30
from Yahoo Finance.</p>
</div>


spy: SPY ETF Adjusted Close

Description

Usage

Arguments

Format

`spy`