data-sets: Economic and Financial Data Sets

In iForecast: Machine Learning Time Series Forecasting

Economic and Financial Data Sets

Description

ES_15m is 15-min realized absolute variance of e-mini S&P 500. macrodata contains monthly US unemployment(unrate), ES_Daily is daily realized absolute variance of e-mini S&P 500. macrodata contains monthly US unemployment(unrate) and and year-to-year changes in three regional business cycle indices (OECD, NAFTA, and G7). bc contains monthly business cycle data, bc is binary indicator(0=recession, 1=boom) of Taiwan's business cycle phases, IPI_TWN is industrial production index of Taiwan, LD_OECD, LD_G7, and LD_NAFTA are leading indicators of OECD, G7 and NAFTA regions; all four are monthly rate of changes.

Usage

data(ES_15m)
data(macrodata)
data(ES_Daily)
data(bc)

Value

an object of class "zoo".

iForecast documentation built on July 10, 2023, 1:59 a.m.