CreditRatings: CreditRatings
In otsfeatures: Ordinal Time Series Analysis
CreditRatings R Documentation
CreditRatings
Description
Ordinal time series (OTS) of monthly credit ratings of different
European countries
Usage
data(CreditRatings)
Format
A list with one element, which is:
dataA list with 28 MTS.
Details
Each element in data is an ordinal time series
containing 23 states (monthly credit ratings). The 28 countries of the European Union plus
the United Kingdom are considered. The sample period spans from January 2000 to December 2017, thus resulting serial realizations of length T=216.
For more information, see \insertCiteweiss2019distance;textualotsfeatures.
References
\insertRefweiss2019distanceotsfeatures
otsfeatures documentation built on March 7, 2023, 7:38 p.m.
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| CreditRatings | R Documentation |
CreditRatings
Description
Ordinal time series (OTS) of monthly credit ratings of different European countries
Usage
data(CreditRatings)
Format
A list with one element, which is:
dataA list with 28 MTS.
Details
Each element in data is an ordinal time series
containing 23 states (monthly credit ratings). The 28 countries of the European Union plus
the United Kingdom are considered. The sample period spans from January 2000 to December 2017, thus resulting serial realizations of length T=216.
For more information, see \insertCiteweiss2019distance;textualotsfeatures.
References
\insertRefweiss2019distanceotsfeatures
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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