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monthintel

The Monthly Log Stock Returns of Intel Corporation from January 1973 to December 2003

Description

The monthly log stock returns of Intel Corporation from January 1973 to December 2003. This data has been discussed by Tsay (2005, p.99-102). There are 372 data values.

Usage

data(monthintel)

Source

References

Tsay, R. S. (2005). "Analysis of Financial Time Series". Wiley, New York, 2nd edition.

Examples

acf(monthintel)
fitstable(monthintel)
portes

Portmanteau Tests for Univariate and Multivariate Time Series Models

v5.0
GPL (>= 2)
Authors
Esam Mahdi [aut, cre], Ian McLeod [ctb]
Initial release
2020-12-12

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