IBM, Google and BP's daily returns in long format

IBM, Google and BP's daily returns in long format

rX_longer

Format

A tibble with 8550 rows and 3 variables:

• id Factor. Unique series identifier

• date Date. Timestamp information. Daily format.

• value Numeric. Value at the corresponding timestamp.

Details

library(timetk)
m750_splits <- time_series_split(m750, assess = "2 years", cumulative = TRUE)

Examples

rX_longer
#> # A tibble: 8,550 x 3
#>    id        value date      
#>    <chr>     <dbl> <date>    
#>  1 rIBM   0.000926 2007-01-03
#>  2 rBP   -0.0192   2007-01-03
#>  3 rGOOG  0.00341  2007-01-03
#>  4 rIBM   0.0107   2007-01-04
#>  5 rBP   -0.0132   2007-01-04
#>  6 rGOOG  0.0335   2007-01-04
#>  7 rIBM  -0.00905  2007-01-05
#>  8 rBP   -0.00215  2007-01-05
#>  9 rGOOG  0.00813  2007-01-05
#> 10 rIBM   0.0152   2007-01-08
#> # ... with 8,540 more rows