On this R-data statistics page, you will find information about the spto87 data set which pertains to SP Return Data to October 1987. The spto87 data set is found in the evir R package. You can load the spto87 data set in R by issuing the following command at the console data("spto87"). This will load the data into a variable called spto87. If R says the spto87 data set is not found, you can try installing the package by issuing this command install.packages("evir") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the spto87 R data set. The size of this file is about 127,046 bytes.
SP Return Data to October 1987
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
A numeric vector containing 6985 observations, with a
times attribute which is a
POSIXct object of the same length.
Dataset imported from https://www.r-project.org.