SP500R Documentation

Returns on Standard \& Poor's 500 Index

Description

daily observations from 1981–01 to 1991–04

number of observations : 2783

Usage

data(SP500)

Format

A dataframe containing :

r500

daily return S\&P500 (change in log index)

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series