R/table6_1.R

In brunoruas2/gujarati: Data Sets from "Basic Econometrics, 5ed" by Damodar N. Gujarati and Dawn Porter

#' Table 6.1
#'
#' Data on excess returns Yt (%) on an index of 104 stocks in the sector of cyclical consumer goods and excess returns Xt (%) on the overall stock market index for the U.K. for the monthly data for the period 1980–1999, for a total of 240 observations.5 Excess return refers to return in excess of return on a riskless asset (see the CAPM model)
#'
#' Source: These data, originally obtained from DataStream databank, are reproduced from Christiaan Heij et al., Econometrics Methods with Applications in Business and Economics, Oxford University Press, Oxford, U.K., 2004.
#'
#' @docType data
#' @usage data('Table6_1')
#'
#' @format
#' \itemize{
#' \item \strong{OBS} Year and Month
#' \item \strong{Y: } Excess returns (%) on an index of 104 stocks
#' \item \strong{X: } Excess returns (%) on the overall stocks
#' }
'Table6_1'