SP Return Data to October 1987

Description

The daily log returns on the S&P index value from Tuesday 5th January 1960 until Friday 16 October 1987. 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).

Usage

data(spto87)

Format

A numeric vector containing 6985 observations, with a times attribute which is a POSIXct object of the same length.