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

Weekly closing returns of the SP 500 from 2003 to September, 2012.

An 'xts' object on 2003-01-03 to 2012-09-28; 
Indexed by objects of class: [Date] TZ: UTC

<a href="https://www.stat.pitt.edu/stoffer/tsa4/">https://www.stat.pitt.edu/stoffer/tsa4/</a>

package-ubuntu-20.04-r-4.0.5#cran#astsa-1.12#docs#sp500w

sp500w

Description

Format

References

astsa

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