A sample dataset containing daily financial returns for major stock market indices from January 2019 to December 2021, suitable for demonstrating the didTEnets package functionality without requiring external data downloads.
Format
An xts object with 528 observations and 6 variables:
- USA
S&P 500 daily log returns (percentage)
- GBR
FTSE 100 daily log returns (percentage)
- DEU
DAX daily log returns (percentage)
- FRA
CAC 40 daily log returns (percentage)
- JPN
Nikkei 225 daily log returns (percentage)
- AUS
ASX 200 daily log returns (percentage)
Details
This dataset represents actual financial market returns data and can be used to test and demonstrate all didTEnets package functions. The data covers the COVID-19 pandemic period, making it suitable for crisis analysis and policy evaluation studies.
The returns are calculated as: returns = diff(log(prices)) * 100
Examples
if (FALSE) { # \dontrun{
data(sample_financial_returns)
head(sample_financial_returns)
# Basic statistics
summary(sample_financial_returns)
# Use in analysis
weights <- calculate_network_weights(sample_financial_returns)
} # }