BCofLRet {Rsafd}R Documentation

Coffee log-returns

Description

Numeric vector giving the daily log-returns on the close of the Front Month futures contract of Brazilian coffee (BCofLRet) and Colombian coffee (CCofLRet).

Usage

data(BCofLRet)

Format

Object of a numeric vector.

Source

R. A. Carmona: Statistical Analysis of Financial Data in S-Plus, (2004) Springer Verlag, Chapter 2

Examples

data(BCofLRet)
data(CCofLRet)
## maybe str(BCofLRet) ; plot(BCofLRet) ...

[Package Rsafd version 1.2 Index]