Download Historical S&P500 Price and Dividends from Shiller's dataset. The output is a formatted data.frame.

historical_sp500.R

pkgs <- c("readxl", "lubridate", "zoo", "dplyr")
lapply(pkgs, require, character.only = TRUE)

temp <- paste0(tempfile(), ".xls")
file <- download.file("http://www.econ.yale.edu/~shiller/data/ie_data.xls",
                      destfile = temp, mode = "wb")

sp500 <- read_excel(path = temp,
                     sheet = "Data",
                     col_types = c("text",  "skip", "skip", "skip",
                                   "skip", "skip", "skip", "numeric",
                                   "numeric", "skip", "skip"), skip = 7) %>%
  na.omit() %>%
  dplyr::mutate( Date = Date %>%
                   zoo::as.yearmon("%Y.%m") %>%
                   lubridate::myd(truncated = 1)) %>%
  dplyr::mutate(Ratio = Price/Dividend) %>%
  as.data.frame()