CRSP {PRTest} | R Documentation |
This data is used in examples in Tsay (2002, Ch.2, p.38 and 39) and in Lin and McLeod (2007). There are 864 data values.
data(CRSP)
from Web resources of R.Tsay homepage.
Tsay, R.S. (2002). Analysis of Financial Time Series. Wiley.
data(CRSP) pacf(CRSP)