Capm: Stock Market Data
In Ecdat: Data Sets for Econometrics
Capm R Documentation
Stock Market Data
Description
monthly observations from 1960–01 to 2002–12
number of observations : 516
Usage
data(Capm)
Format
A time series containing :
- rfood
excess returns food industry
- rdur
excess returns durables industry
- rcon
excess returns construction industry
- rmrf
excess returns market portfolio
- rf
risk-free return
Source
most of the above data are from Kenneth French's data library
at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 2.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
Ecdat documentation built on Oct. 16, 2022, 1:08 a.m.
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| Capm | R Documentation |
Stock Market Data
Description
monthly observations from 1960–01 to 2002–12
number of observations : 516
Usage
data(Capm)
Format
A time series containing :
- rfood
excess returns food industry
- rdur
excess returns durables industry
- rcon
excess returns construction industry
- rmrf
excess returns market portfolio
- rf
risk-free return
Source
most of the above data are from Kenneth French's data library at http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 2.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
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.
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