SandP500 {HyperbolicDist} | R Documentation |
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.
data(SandP500)
A vector of 202 observations.
Brown, Barry W., Spears, Floyd M. and Levy, Lawrence B. (2002) The log F: a distribution for all seasons. Computational Statistics, 17, 47–58.
data(SandP500) ## Consider proportional changes in the index change<-SandP500[-length(SandP500)]/SandP500[-1] hist(change) ## Fit hyperbolic distribution to changes fit.hyperb(change)