ts_segmentation_test_data: Time series for testing ts_segmentation function.
In Brent-Morrison/romerb: A personal R package
ts_segmentation_test_data R Documentation
Time series for testing ts_segmentation function.
Description
A dataset containing the CFNAI index and returns to a long momentum strategy
Usage
ts_segmentation_test_data
Format
A data frame with 612 rows and 3 variables:
- date_stamp
month end dates commencing January 1970
- cndtn_series
Chicago Fed National Activity Index (CFNAI) time series
- invest_series
cumulative returns to along only momentum strategy
...
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Brent-Morrison/romerb documentation built on Jan. 28, 2024, 9:27 p.m.
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| ts_segmentation_test_data | R Documentation |
Time series for testing ts_segmentation function.
Description
A dataset containing the CFNAI index and returns to a long momentum strategy
Usage
ts_segmentation_test_data
Format
A data frame with 612 rows and 3 variables:
- date_stamp
month end dates commencing January 1970
- cndtn_series
Chicago Fed National Activity Index (CFNAI) time series
- invest_series
cumulative returns to along only momentum strategy
...
Source
https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
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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