SandP500 {HyperbolicDist}R Documentation

Standard and Poor New York Stock Exchange market price index

Description

This data set gives the value of the Standard and Poor New York Stock Exchange market price index at year end, from 1800 to 2001.

Usage

data(SandP500)

Format

A vector of 202 observations.

Source

http://www.globalfindata.com

References

Brown, Barry W., Spears, Floyd M. and Levy, Lawrence B. (2002) The log F: a distribution for all seasons. Computational Statistics, 17, 47–58.

Examples

data(SandP500)
## Consider proportional changes in the index
change<-SandP500[-length(SandP500)]/SandP500[-1]
hist(change)
## Fit hyperbolic distribution to changes
fit.hyperb(change)


[Package HyperbolicDist version 0.0-1 Index]