上证指数与标普500指数收益率对比
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date r S&P 500 (Return)RV rv_sp500上证指数Returan 200001040.028701-0.0392921830.0008240.000298
200001050.0023510.001749195 5.53E-060.000307平均0.000256257 200001060.0377690.001062120.0014260.000136标准误差0.000253825 200001070.035340.0260220740.0012490.000093中位数0.000669 200001100.0186240.010*******.0003470.000118众数0.002224 20000111-0.0432-0.0131833920.0018660.000075标准差0.01629628 20000112-0.02863-0.0045705450.0008190.000129方差0.000265569 20000113-0.009490.0123238199E-050.0001峰度 4.660228449 20000114-0.011010.0096382980.0001210.000138偏度-0.323320176 20000118-0.00469-0.006470742 2.2E-050.000101区域0.18657 200001190.0098350.000267989.67E-050.000047最小值-0.092562 200001200.017981-0.0075287850.0003230.000124最大值0.094008 20000121-0.00121-0.00326355 1.47E-060.000059求和 1.0562928 200001240.008333-0.028479363 6.94E-050.000206观测数4122 20000125-0.000560.005826606 3.16E-070.000176置信度(95.00.000497634 200001260.003117-0.00416469.72E-060.000068
200001270.01717-0.003903370.0002950.00019
200001280.018562-0.0264155090.0003450.000282
200002140.086650.0019517820.0075080.000106
20000215-0.001960.009067076 3.82E-060.000127
200002160.013342-0.010309370.0001780.000093
20000217-0.03148-0.0002738780.0009910.000179
200002180.016587-0.029*******.0002750.000158
20000222-0.027110.0016730330.0007350.000194
20000223-0.023150.0071260170.0005360.000122
200002240.024391-0.0052020510.0005950.000287
20000225-0.00167-0.014257785 2.8E-060.000229
200002280.0439280.0110460450.001930.000211
200002290.0056910.014427523 3.24E-050.000135
20000301-0.009870.0087437359.74E-050.000102
200003020.0089540.0021511238.02E-050.000098
200003030.0144940.0194299160.000210.000143
20000306-0.03331-0.0135460640.001110.000072
200003070.008128-0.025522768 6.61E-050.000283
200003080.0182590.0116534080.0003330.000155
200003090.0036550.024030304 1.34E-050.000103
20000310-0.01588-0.0046050410.0002520.000132
200003130.013879-0.010*******.0001930.000505
20000314-0.0255-0.0158591840.000650.000167
20000315-0.002310.019865381 5.31E-060.000242
20000316-0.044970.0450839910.0020220.000297
200003200.024213-0.0057317740.0005860.000092
200003210.0064940.024708854 4.22E-050.000161
200003220.0059050.004261693 3.49E-050.000079
200003230.0154520.0170858490.0002390.000151
20000324-0.009630.00091629.27E-050.000156
200003270.025903-0.0026549820.0006710.000079
20000329-0.001470.001034133 2.16E-060.000156
200003300.012318-0.0128631150.0001520.000248
20000331-0.005960.010310128 3.55E-050.000281
200004030.0004330.00436128 1.87E-070.00022
20000404-0.02264-0.0079800690.0005120.001288
200004050.005952-0.004479051 3.54E-050.000518