CRSP SaP Level

Level from CRSP SaP: S&P500 Index.

Independent Variables (Grids)

Time (time)
grid: /T (days since 1960-01-01) ordered (2 Jan 1990) to (31 Dec 2018) by 1.0 N= 10591 pts :grid

Other Info

bufferwordsize
4
datatype
realarraytype
units
unitless

Last updated: Mon, 10 Jan 2022 19:39:52 GMT

Data Views

T
[ T |]M


Filters

Here are some filters that are useful for manipulating data. There are actually many more available, but they have to be entered manually. See Ingrid Function Documentation for more information. Average over T |
RMS (root mean square with mean *not* removed) over T |
RMSA (root mean square with mean removed) over T |
Maximum over T |
Minimum over T |
Detrend (best-fit-line) over T |
Convert units from unitless to

Note on units