benchmark: Data set for logged stock indices in three benchmark markets
In CommonTrend: Extract and plot common trends from a cointegration system. Calculate P-value for Johansen Statistics.
Description
Usage
Format
Author(s)
Source
Description
Data set for logged stock indices in three benchmark markets, US,UK and HK.
These three markets are generally believed to be fully integrated with the
word market, thus they may share a single stochastic common trend.
Usage
1
Format
A data frame with 6689 observations on the following 4 variables,
ranging from 2/1/1986 until 23/8/2011.
date Date vector.
uk Logged price of FTSE 100.
us Logged price of S&P 500.
hk Logged price of HangSeng.
Author(s)
Fan Yang
Source
Datastream
CommonTrend documentation built on May 2, 2019, 3:28 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Format Author(s) Source
Description
Data set for logged stock indices in three benchmark markets, US,UK and HK. These three markets are generally believed to be fully integrated with the word market, thus they may share a single stochastic common trend.
Usage
1 |
Format
A data frame with 6689 observations on the following 4 variables, ranging from 2/1/1986 until 23/8/2011.
date | Date vector. |
uk | Logged price of FTSE 100. |
us | Logged price of S&P 500. |
hk | Logged price of HangSeng. |
Author(s)
Fan Yang
Source
Datastream
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.