Excess returns of S\& 500. These are defined as the difference between the series and some riskless asset.
S \&P 500指数的超额收益。这些被定义为系列和一些无风险资产之间的差异。
用法----------Usage----------
data(sp500.excess)
格式----------Format----------
The format is: Time-Series [1:792] from 1929 to 1995: 0.0225 -0.044 -0.0591 0.0227 0.0077 0.0432 0.0455 0.0171 0.0229 -0.0313 ...
其格式为:[1:792] 1929年至1995年的时间序列:0.0225 -0.044 -0.0591 0.0227 0.0077 0.0432 0.0455 0.0171 0.0229 -0.0313 ...
源----------Source----------
This data set is used in Tsay, Analysis of Financial Time Series. It was downloaded from www.gsb.uchicago.edu/fac/ruey.tsay/teaching/fts. The fSeries package may also contain this data set.
该数据集采用的是蔡,金融时间序列分析。下载www.gsb.uchicago.edu / FAC / ruey.tsay的/教学/ FTS。 fSeries包还可以包含这组数据。