Data sets and scripts to accompany Time Series Analysis and Its Applications: With R Examples (4th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2017, <DOI:10.1007/978-3-319-52452-8>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, <ISBN: 978-0367221096>.

Applied Statistical Time Series Analysis

package-ubuntu-20.04-r-4.0.5#cran#astsa-1.12

Returns of the New York Stock Exchange (NYSE) from February 2, 1984 to December 31, 1991.

The format is:
Time-Series [1:2000] from 1 to 2000: 0.00335 -0.01418 -0.01673 0.00229 -0.01692 ...

S+GARCH module - Version 1.1 Release 2: 1998

package-ubuntu-20.04-r-4.0.5#cran#astsa-1.12#docs#nyse

nyse

Description

Usage

Format

Source

astsa

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