sp500.df {QRMlib} | R Documentation |
The sp500.df
data.frame provides the daily closing value for the S and P 500 Index
from January 1980 to March 2004. QRMlib's R-version 1.4.2 and above supplies data in both
timeSeries and data.frame versions.
data(sp500.df)
This dataframe object contains the prices for the index at sp500.df[,2] and the corresponding dates at sp500.df$DATE. The dataframe can be converted to a timeSeries by calling the ConvertDFToTimeSeries() method in functionsUtility.R.