SandP500           package:HyperbolicDist           R Documentation

_S_t_a_n_d_a_r_d _a_n_d _P_o_o_r _N_e_w _Y_o_r_k _S_t_o_c_k _E_x_c_h_a_n_g_e _m_a_r_k_e_t _p_r_i_c_e _i_n_d_e_x

_D_e_s_c_r_i_p_t_i_o_n:

     This data set gives the value of the Standard and Poor New York
     Stock Exchange market price index at year end, from 1800 to 2001.

_U_s_a_g_e:

     data(SandP500)

_F_o_r_m_a_t:

     A vector of 202 observations.

_S_o_u_r_c_e:

     <URL: http://www.globalfindata.com>

_R_e_f_e_r_e_n_c_e_s:

     Brown, Barry W., Spears, Floyd M. and Levy, Lawrence B. (2002) The
     log _F_: a distribution for all seasons. _Computational
     Statistics_, *17*, 47-58.

_E_x_a_m_p_l_e_s:

     data(SandP500)
     ## Consider proportional changes in the index
     change<-SandP500[-length(SandP500)]/SandP500[-1]
     hist(change)
     ## Fit hyperbolic distribution to changes
     fit.hyperb(change)

