spto87                 package:evir                 R Documentation

_S_P _R_e_t_u_r_n _D_a_t_a _t_o _O_c_t_o_b_e_r _1_9_8_7

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

     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').

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

     data(spto87)

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

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

