sp500.excess {UsingR} | R Documentation

## Excess returns of S&P 500

### Description

Excess returns of S&P 500. These are defined as the difference between the series and some riskless asset.

### Usage

    data(sp500.excess)

### Format

The format is: Time-Series [1:792] from 1929 to 1995: 0.0225 -0.044 -0.0591 0.0227 0.0077 0.0432 0.0455 0.0171 0.0229 -0.0313 ...

### Details

### Source

This data set is used in Tsay, Analysis of Financial Time Series. It was downloaded from www.gsb.uchicago.edu/fac/ruey.tsay/teaching/fts. The fSeries package may also contain this data set.

### Examples

    data(sp500.excess)
    plot(sp500.excess)

[Package UsingR version 0.1-4 Index]