Statistical Analysis of Financial Data

by James E. Gentle


Here are some datasets that were used in various places in SAFD.

The adjusted closing prices listed in these datasets are not current. They are the adjusted prices as of the date when the data were downloaded.

Most of these datasets were downloaded from Yahoo Finance.

A CSV dataset can be read directly into an R data frame by a statement of the form

url <- ""
INTC20173Q <- read.csv(url, header=TRUE, stringsAsFactors=FALSE)

Here are some other files that may be of interest.

R Code

Here is some sample R code used in SAFD.