bmwR Documentation

Daily Log Returns on BMW Share Price

Description

These data are the daily log returns on BMW share price from Tuesday 2nd January 1973 until Tuesday 23rd July 1996. The data are contained in a numeric vector. The dates of each observation are contained in a times attribute, which is an object of class "POSIXct" (see DateTimeClasses). Note that these data form an irregular time series because no trading takes place at the weekend.

Usage

data(bmw)

Format

A numeric vector containing 6146 observations, with a times attribute which is a POSIXct object of the same length.