s_p100_price_adj {Largevars}R Documentation

Stock price data for example in vignette

Description

A data frame containing weekly S&P100 prices over ten years: 01.01.2010 - 01.01.2020, The S&P100 includes 101 leading U.S. stocks of which 92 were collected here.

Format

A data frame with 522 rows and 93 variables:

Source

Refer to the data source used in: A. Bykhovskaya and V. Gorin. Cointegration in large vars. Annals of Statistics, 2022.


[Package Largevars version 1.0.2 Index]