Nothing
R/data.R
In MFTSR: Modelling Financial Time Series with R
#' Monthly CPI data from January 1913 through November 2001
#'
#' A \samp{xts} object of monthly CPI data from January 1913 through November 2001.
#'
#' @format A \samp{xts} object on Jan 1913/Nov 2001 containing:
#' \describe{
#' \item{CPI}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"CPI"
#' Weekly returns on the Dutch Guilder spot exchange rate from January 1980 to December 1998
#'
#' A \samp{xts} object of weekly returns on the Dutch Guilder spot exchange rate from January 1980
#' to December 1998.
#'
#' @format A \samp{xts} object on 1980-01-08/1998-12-29 containing:
#' \describe{
#' \item{DFX}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DFX"
#' Monthly U.S. Department of Commerce data from January 1959 to January 1995
#'
#' A \samp{xts} object of monthly industrial production (IP), total personal income less transfer
#' payments (PI), total manufacturing and trade sales (Sales), employees on nonagricultural payrolls
#' (Payroll), and Index of Coincident Economic Indicators (DOC) compiled by the U.S. Department of
#' Commerce from the period January 1959 to January 1995.
#'
#' @format A \samp{xts} object on Jan 1959/Jan 1995 containing:
#' \describe{
#' \item{IP}{a numeric vector}
#' \item{PI}{a numeric vector}
#' \item{Sales}{a numeric vector}
#' \item{Payroll}{a numeric vector}
#' \item{DOC}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DOC"
#' Daily Dow Jones 30 stock price from January 1992 to September 1999
#'
#' A \samp{xts} object of daily Dow Jones 30 stock price from January 1992 to September 1999.
#'
#' @format A \samp{xts} object on 1991-01-02/2001-01-02 containing:
#' \describe{
#' \item{AA}{a numeric vector}
#' \item{AXP}{a numeric vector}
#' \item{BA}{a numeric vector}
#' \item{C}{a numeric vector}
#' \item{CAT}{a numeric vector}
#' \item{DD}{a numeric vector}
#' \item{DIS}{a numeric vector}
#' \item{EK}{a numeric vector}
#' \item{GE}{a numeric vector}
#' \item{GM}{a numeric vector}
#' \item{HD}{a numeric vector}
#' \item{HON}{a numeric vector}
#' \item{HWP}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{INTC}{a numeric vector}
#' \item{IP}{a numeric vector}
#' \item{JNJ}{a numeric vector}
#' \item{JPM}{a numeric vector}
#' \item{KO}{a numeric vector}
#' \item{MCD}{a numeric vector}
#' \item{MMM}{a numeric vector}
#' \item{MO}{a numeric vector}
#' \item{MRK}{a numeric vector}
#' \item{MSFT}{a numeric vector}
#' \item{PG}{a numeric vector}
#' \item{SBC}{a numeric vector}
#' \item{T}{a numeric vector}
#' \item{UTX}{a numeric vector}
#' \item{WMT}{a numeric vector}
#' \item{XOM}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DJ30"
#' Monthly observations on industrial production growth from January 1919 to November 2001
#'
#' A \samp{xts} object of monthly observations on industrial production growth from January 1919 to
#' November 2001.
#'
#' @format A \samp{xts} object on Jan 1919/Nov 2001 containing:
#' \describe{
#' \item{IP}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"IP"
#' Monthly returns on 16 assets and risk free rates from January 1983 through December 1992
#'
#' A \samp{xts} object of monthly returns on 16 assets and risk free rates from January 1983 through
#' December 1992.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1992 containing:
#' \describe{
#' \item{CITCRP}{a numeric vector}
#' \item{CONED}{a numeric vector}
#' \item{CONTIL}{a numeric vector}
#' \item{DATGEN}{a numeric vector}
#' \item{DEC}{a numeric vector}
#' \item{DELTA}{a numeric vector}
#' \item{GENMIL}{a numeric vector}
#' \item{GERBER}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{MARKET}{a numeric vector}
#' \item{MOBIL}{a numeric vector}
#' \item{PANAM}{a numeric vector}
#' \item{PSNH}{a numeric vector}
#' \item{RKFREE}{a numeric vector}
#' \item{TANDY}{a numeric vector}
#' \item{TEXACO}{a numeric vector}
#' \item{WEYER}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"berndt"
#' Monthly returns on 16 assets from January 1983 through December 1992
#'
#' A \samp{xts} object of monthly returns on 16 assets and risk free rates from January 1983 through
#' December 1992.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1992 containing:
#' \describe{
#' \item{BOISE}{a numeric vector}
#' \item{CITCRP}{a numeric vector}
#' \item{CONED}{a numeric vector}
#' \item{CONTIL}{a numeric vector}
#' \item{DATGEN}{a numeric vector}
#' \item{DEC}{a numeric vector}
#' \item{DELTA}{a numeric vector}
#' \item{GENMIL}{a numeric vector}
#' \item{GERBER}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{MARKET}{a numeric vector}
#' \item{MOBIL}{a numeric vector}
#' \item{PANAM}{a numeric vector}
#' \item{PSNH}{a numeric vector}
#' \item{TANDY}{a numeric vector}
#' \item{TEXACO}{a numeric vector}
#' \item{WEYER}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"black"
#' Annual comsumption data from 1960 to 1995
#'
#' A \samp{xts} object of annual comsumption data from 1960 to 1995 taken from Woolridge (2002).
#'
#' @format A \samp{xts} object on Jan 1959/Jan 1995 containing:
#' \describe{
#' \item{GC}{a numeric vector}
#' \item{GY}{a numeric vector}
#' \item{R3}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"consump"
#' Daily Danish fire loss data
#'
#' A \samp{xts} object of daily Danish fire loss data.
#'
#' @format A \samp{xts} object on 1980-01-03/1990-12-31 containing:
#' \describe{
#' \item{danish}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"danish"
#' Daily stock returns of Dell Computer Corporation from October 1993 to October 1998
#'
#' A \samp{xts} object of daily stock returns of Dell Computer Corporation from October 1993 to
#' October 1998.
#'
#' @format A \samp{xts} object on 1993-08-24/1998-08-19 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"dellReturns"
#' Daily trading volume of Dell Computer Corporation stock from October 1993 to October 1998
#'
#' A \samp{xts} object of daily trading volume of Dell Computer Corporation stock from October 1993
#' to October 1998.
#'
#' @format A \samp{xts} object on 1993-08-24/1998-08-19 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"dellVolume"
#' Daily Dow Jone Industrial Average from January 1915 to February 1990
#'
#' A \samp{xts} object of the daily Dow Jone Industrial Average from January 1915 to February 1990.
#'
#' @format A \samp{xts} object on 1915-01-04/1990-02-20 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"djia"
#' Monthly excess returns on Microsoft and S&P 500 from February 1990 to December 2000
#'
#' A \samp{xts} object of monthly excess returns on Microsoft and S&P 500 from February 1990 to
#' December 2000.
#'
#' @format A \samp{xts} object on Feb 1990/Dec 2000 containing:
#' \describe{
#' \item{MSFT}{a numeric vector}
#' \item{SP500}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"excessReturns"
#' Weekly returns on 1618 stocks from January 1997 to June 2000
#'
#' A \samp{xts} object of weekly returns on 1618 stocks from January 1997 to June 2000.
#'
#' @format A \samp{xts} object on Feb 1990/Dec 2000. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"folio"
#' Daily returns on Ford stock from February 1984 to December 1991
#'
#' A \samp{xts} object of daily returns on Ford stock from February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{ford}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"ford"
#' Monthly industrial production of France from January 1960 to December 1989
#'
#' A \samp{xts} object of monthly industrial production of France from January 1960 to December
#' 1989.
#'
#' @format A \samp{xts} object on Jan 1960/Dec 1989 containing:
#' \describe{
#' \item{frip}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"frip"
#' Daily log returns on BMW and Siemens stock from January 1973 through July 1996
#'
#' A \samp{xts} object of daily log returns on BMW and Siemens stock from January 1973 through July
#' 1996.
#'
#' @format A \samp{xts} object on 1973-01-02/1996-07-23 containing:
#' \describe{
#' \item{bmw}{a numeric vector}
#' \item{siemens}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"german"
#' Transactions level data on 3M Corporation stock for December 1999
#'
#' A \samp{xts} object of transactions level data on 3M Corporation stock for December 1999.
#'
#' @format A \samp{xts} object on 1999-12-01 09:33:32/1999-12-31 13:02:53 containing:
#' \describe{
#' \item{3M}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"highFreq3M"
#' Daily returns on HP stock from February 1984 to December 1991
#'
#' A \samp{xts} object of daily returns on HP stock from February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{hp}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"hp"
#' Monthly Argentinian imports and import taxes from Januaray 1983 to December 1990
#'
#' A \samp{xts} object of monthly Argentinian imports and import taxes from Januaray 1983 to
#' December 1990.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1990 containing:
#' \describe{
#' \item{taxes}{a numeric vector}
#' \item{imports}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"import"
#' Monthly returns on Danish stocks from January 1974 to March 1987 taken from Johansen (1995)
#'
#' A \samp{xts} object of monthly returns on Danish stocks from January 1974 to March 1987.
#'
#' @format A \samp{xts} object on Jan 1974/Mar 1987 containing:
#' \describe{
#' \item{IBO}{a numeric vector}
#' \item{IDE}{a numeric vector}
#' \item{LPY}{a numeric vector}
#' \item{LRM}{a numeric vector}
#' \item{LRY}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"johansen"
#' Monthly annual interest rate differential between US and other countries from February 1976 and
#' June 1996
#'
#' A \samp{xts} object of monthly annual interest rate differential between US and other countries
#' from February 1976 and June 1996
#'
#' @format A \samp{xts} object on Jan 1974/Mar 1987 containing:
#' \describe{
#' \item{USCNF}{a numeric vector}
#' \item{USCNS}{a numeric vector}
#' \item{USDMF}{a numeric vector}
#' \item{USDMS}{a numeric vector}
#' \item{USFRF}{a numeric vector}
#' \item{USFRS}{a numeric vector}
#' \item{USILF}{a numeric vector}
#' \item{USILS}{a numeric vector}
#' \item{USJYF}{a numeric vector}
#' \item{USJYS}{a numeric vector}
#' \item{USUKF}{a numeric vector}
#' \item{USUKS}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"lexrates"
#' Monthly forward rates of U.S. coupons from August 1985 to February 1991
#'
#' A \samp{xts} object of monthly forward rates of U.S. coupons from August 1985 to February 1991
#' computed by McCulloch and Kwon (1993).
#'
#' @format A \samp{xts} object on Aug 1985/Feb 1991. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"fwdRate"
#' Cooresponding maturity of U.S. zero coupon rates and forward rates
#'
#' A \samp{xts} object of monthly forward rates of U.S. coupons from August 1985 to February 1991
#' computed by McCulloch and Kwon (1993).
#'
#' @format A \samp{data.frame} object of 55 oberservations of 1 variable on the cooresponding
#' maturity of U.S. zero coupon rates and forward rates:
#' \describe{
#' \item{dat}{a numeric vector}
#' }
#' @source S+ FinMetrics
"maturity"
#' Monthly zero coupon rates from August 1985 to February 1991
#'
#' A \samp{xts} object of monthly zero coupon rates from August 1985 to February 1991 computed by
#' McCulloch and Kwon (1993).
#'
#' @format A \samp{xts} object on Aug 1985/Feb 1991. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"zeroRate"
#' Daily open, high, low, close and volume on Microsoft stock from September 2000 to September 2001
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on Microsoft stock from
#' September 2000 to September 2001
#'
#' @format A \samp{xts} object on 2000-09-27/2001-09-27 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"msft"
#' Daily open, high, low, close and volume on the NASDAQ 100 from January 1996 to October 2001
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on the NASDAQ 100 from January
#' 1996 to October 2001.
#'
#' @format A \samp{xts} object on 1996-01-02/2001-10-12 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"ndx"
#' newtaxes
#'
#' A \samp{data.frame} object of newtaxes.
#'
#' @format A \samp{data.frame} object with 10 observations of 1 variable:
#' \describe{
#' \item{taxes}{a numeric vector}
#' }
#' @source S+ FinMetrics
"newtaxes"
#' Daily returns on a value weighted New York Stock Exchange Index from February 1984 to December
#' 1991
#'
#' A \samp{xts} object of daily returns on a value weighted New York Stock Exchange Index from
#' February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{nyse}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"nyse"
#' Monthly data on U.S. real GDP and the Federal Funds rate from January 1959 to March 1998
#'
#' A \samp{xts} object of monthly data on U.S. real GDP and the Federal Funds rate from January 1959
#' to March 1998.
#'
#' @format A \samp{xts} object on Jan 1959/Mar 1998 containing:
#' \describe{
#' \item{CP}{a numeric vector}
#' \item{CPI}{a numeric vector}
#' \item{FFR}{a numeric vector}
#' \item{GDP}{a numeric vector}
#' \item{M2}{a numeric vector}
#' \item{U}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"policy"
#' Monthly data on ten size-based portfolios from the Center for Research in Security Prices (CRSP)
#' database from February 1959 to November 1993
#'
#' A \samp{xts} object of monthly data on ten size-based portfolios from the Center for Research in
#' Security Prices (CRSP) database from February 1959 to November 1993. That is, portfolio 1
#' contains the monthly returns on the smallest 10 percent of firms (by market capitalization)
#' listed on the New York Stock Exchange, and portfolio 10 contains the returns on the largest 10
#' percent of firms. The risk-free asset is the monthly return on 3-month U.S. T-bills, and real
#' consumption is measured by total U.S. personal consumption expenditures on nondurables and
#' services.
#'
#' @format A \samp{xts} object on Feb 1959/Nov 1993 containing:
#' \describe{
#' \item{CONS}{a numeric vector}
#' \item{R1}{a numeric vector}
#' \item{R2}{a numeric vector}
#' \item{R3}{a numeric vector}
#' \item{R4}{a numeric vector}
#' \item{R5}{a numeric vector}
#' \item{R6}{a numeric vector}
#' \item{R7}{a numeric vector}
#' \item{R8}{a numeric vector}
#' \item{R9}{a numeric vector}
#' \item{R10}{a numeric vector}
#' \item{RF}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"pricing"
#' Monthly data on the annual nominal interest rate of the 30 day T-bill from July 1926 to
#' December 2000
#'
#' A \samp{xts} object of monthly data on the annual nominal interest rate of the 30 day T-bill from
#' July 1926 to December 2000.
#'
#' @format A \samp{xts} object on Jul 1926/Dec 2000 containing:
#' \describe{
#' \item{rf}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"rf30"
#' Yearly S&P 500 dividend information from 1871 to 2000
#'
#' A \samp{xts} object of yearly S&P 500 dividend information from 1871 to 2000.
#'
#' @format A \samp{xts} object on Jan 1871/Jan 2000 containing:
#' \describe{
#' \item{cpi}{a numeric vector}
#' \item{dividend}{a numeric vector}
#' \item{dp.ratio}{a numeric vector}
#' \item{dp.yield}{a numeric vector}
#' \item{earnings}{a numeric vector}
#' \item{pe.10}{a numeric vector}
#' \item{price}{a numeric vector}
#' \item{real.dividend}{a numeric vector}
#' \item{real.earnings}{a numeric vector}
#' \item{real.price}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"shillerAnnual"
#' Monthly S&P 500 dividend information from 1871 to 2000
#'
#' A \samp{xts} object of monthly S&P 500 dividend information from 1871 to 2000.
#'
#' @format A \samp{xts} object on Jan 1871/Mar 2001 containing:
#' \describe{
#' \item{cpi}{a numeric vector}
#' \item{dividend}{a numeric vector}
#' \item{earnings}{a numeric vector}
#' \item{pe.10}{a numeric vector}
#' \item{price}{a numeric vector}
#' \item{real.dividend}{a numeric vector}
#' \item{real.earnings}{a numeric vector}
#' \item{real.price}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"shiller"
#' Monthly closing price on Microsoft and the S&P 500 Index from January 1990 to January 2001
#'
#' A \samp{xts} object of monthly closing price on Microsoft and the S&P 500 Index from January 1990
#' to January 2001.
#'
#' @format A \samp{xts} object on Jan 1990/Jan 2001 containing:
#' \describe{
#' \item{msft}{a numeric vector}
#' \item{sp500}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"singleIndex"
#' Daily closing price of the S&P 500 Index from January 1960 to October 1987
#'
#' A \samp{xts} object of daily closing price of the S&P 500 Index from January 1960 to October
#' 1987.
#'
#' @format A \samp{xts} object on 1960-01-04/1987-10-16 containing:
#' \describe{
#' \item{close}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"sp"
#' Daily returns of the S&P 500 Index from January 1928 to August 1991
#'
#' A \samp{xts} object of daily returns of the S&P 500 Index from January 1928 to August 1991.
#'
#' @format A \samp{xts} object on 1928-01-04/1991-08-30 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"sp500"
#' stackLoss
#'
#' A \samp{data.frame} object of stackLoss.
#'
#' @format A \samp{data.frame} object with 21 observations of 1 variable:
#' \describe{
#' \item{dat}{a numeric vector}
#' }
#' @source S+ FinMetrics
"stackLoss"
#' stackX
#'
#' A \samp{data.frame} object of stackX.
#'
#' @format A \samp{data.frame} object with 21 observations of 3 variables:
#' \describe{
#' \item{airFlow}{a numeric vector}
#' \item{waterTemp}{a numeric vector}
#' \item{acidCon}{a numeric vector}
#' }
#' @source S+ FinMetrics
"stackX"
#' Monthly data on real stock returns, real interest rates, inflation and real output growth from
#' July 1926 to December 2000
#'
#' A \samp{xts} object of monthly data on real stock returns, real interest rates, inflation and
#' real output growth from July 1926 to December 2000.
#'
#' @format A \samp{xts} object on Jul 1926/Dec 2000 containing:
#' \describe{
#' \item{INF}{a numeric vector}
#' \item{IPG}{a numeric vector}
#' \item{marketReal}{a numeric vector}
#' \item{rfReal}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"varex"
#' Daily open, high, low, close and volume on Yahoo stock for the month of February 2002
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on Yahoo stock for the month
#' of February 2002.
#'
#' @format A \samp{xts} object on 2002-02-01/2002-02-28 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"yahoo"
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#' Monthly CPI data from January 1913 through November 2001
#'
#' A \samp{xts} object of monthly CPI data from January 1913 through November 2001.
#'
#' @format A \samp{xts} object on Jan 1913/Nov 2001 containing:
#' \describe{
#' \item{CPI}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"CPI"
#' Weekly returns on the Dutch Guilder spot exchange rate from January 1980 to December 1998
#'
#' A \samp{xts} object of weekly returns on the Dutch Guilder spot exchange rate from January 1980
#' to December 1998.
#'
#' @format A \samp{xts} object on 1980-01-08/1998-12-29 containing:
#' \describe{
#' \item{DFX}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DFX"
#' Monthly U.S. Department of Commerce data from January 1959 to January 1995
#'
#' A \samp{xts} object of monthly industrial production (IP), total personal income less transfer
#' payments (PI), total manufacturing and trade sales (Sales), employees on nonagricultural payrolls
#' (Payroll), and Index of Coincident Economic Indicators (DOC) compiled by the U.S. Department of
#' Commerce from the period January 1959 to January 1995.
#'
#' @format A \samp{xts} object on Jan 1959/Jan 1995 containing:
#' \describe{
#' \item{IP}{a numeric vector}
#' \item{PI}{a numeric vector}
#' \item{Sales}{a numeric vector}
#' \item{Payroll}{a numeric vector}
#' \item{DOC}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DOC"
#' Daily Dow Jones 30 stock price from January 1992 to September 1999
#'
#' A \samp{xts} object of daily Dow Jones 30 stock price from January 1992 to September 1999.
#'
#' @format A \samp{xts} object on 1991-01-02/2001-01-02 containing:
#' \describe{
#' \item{AA}{a numeric vector}
#' \item{AXP}{a numeric vector}
#' \item{BA}{a numeric vector}
#' \item{C}{a numeric vector}
#' \item{CAT}{a numeric vector}
#' \item{DD}{a numeric vector}
#' \item{DIS}{a numeric vector}
#' \item{EK}{a numeric vector}
#' \item{GE}{a numeric vector}
#' \item{GM}{a numeric vector}
#' \item{HD}{a numeric vector}
#' \item{HON}{a numeric vector}
#' \item{HWP}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{INTC}{a numeric vector}
#' \item{IP}{a numeric vector}
#' \item{JNJ}{a numeric vector}
#' \item{JPM}{a numeric vector}
#' \item{KO}{a numeric vector}
#' \item{MCD}{a numeric vector}
#' \item{MMM}{a numeric vector}
#' \item{MO}{a numeric vector}
#' \item{MRK}{a numeric vector}
#' \item{MSFT}{a numeric vector}
#' \item{PG}{a numeric vector}
#' \item{SBC}{a numeric vector}
#' \item{T}{a numeric vector}
#' \item{UTX}{a numeric vector}
#' \item{WMT}{a numeric vector}
#' \item{XOM}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"DJ30"
#' Monthly observations on industrial production growth from January 1919 to November 2001
#'
#' A \samp{xts} object of monthly observations on industrial production growth from January 1919 to
#' November 2001.
#'
#' @format A \samp{xts} object on Jan 1919/Nov 2001 containing:
#' \describe{
#' \item{IP}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"IP"
#' Monthly returns on 16 assets and risk free rates from January 1983 through December 1992
#'
#' A \samp{xts} object of monthly returns on 16 assets and risk free rates from January 1983 through
#' December 1992.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1992 containing:
#' \describe{
#' \item{CITCRP}{a numeric vector}
#' \item{CONED}{a numeric vector}
#' \item{CONTIL}{a numeric vector}
#' \item{DATGEN}{a numeric vector}
#' \item{DEC}{a numeric vector}
#' \item{DELTA}{a numeric vector}
#' \item{GENMIL}{a numeric vector}
#' \item{GERBER}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{MARKET}{a numeric vector}
#' \item{MOBIL}{a numeric vector}
#' \item{PANAM}{a numeric vector}
#' \item{PSNH}{a numeric vector}
#' \item{RKFREE}{a numeric vector}
#' \item{TANDY}{a numeric vector}
#' \item{TEXACO}{a numeric vector}
#' \item{WEYER}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"berndt"
#' Monthly returns on 16 assets from January 1983 through December 1992
#'
#' A \samp{xts} object of monthly returns on 16 assets and risk free rates from January 1983 through
#' December 1992.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1992 containing:
#' \describe{
#' \item{BOISE}{a numeric vector}
#' \item{CITCRP}{a numeric vector}
#' \item{CONED}{a numeric vector}
#' \item{CONTIL}{a numeric vector}
#' \item{DATGEN}{a numeric vector}
#' \item{DEC}{a numeric vector}
#' \item{DELTA}{a numeric vector}
#' \item{GENMIL}{a numeric vector}
#' \item{GERBER}{a numeric vector}
#' \item{IBM}{a numeric vector}
#' \item{MARKET}{a numeric vector}
#' \item{MOBIL}{a numeric vector}
#' \item{PANAM}{a numeric vector}
#' \item{PSNH}{a numeric vector}
#' \item{TANDY}{a numeric vector}
#' \item{TEXACO}{a numeric vector}
#' \item{WEYER}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"black"
#' Annual comsumption data from 1960 to 1995
#'
#' A \samp{xts} object of annual comsumption data from 1960 to 1995 taken from Woolridge (2002).
#'
#' @format A \samp{xts} object on Jan 1959/Jan 1995 containing:
#' \describe{
#' \item{GC}{a numeric vector}
#' \item{GY}{a numeric vector}
#' \item{R3}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"consump"
#' Daily Danish fire loss data
#'
#' A \samp{xts} object of daily Danish fire loss data.
#'
#' @format A \samp{xts} object on 1980-01-03/1990-12-31 containing:
#' \describe{
#' \item{danish}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"danish"
#' Daily stock returns of Dell Computer Corporation from October 1993 to October 1998
#'
#' A \samp{xts} object of daily stock returns of Dell Computer Corporation from October 1993 to
#' October 1998.
#'
#' @format A \samp{xts} object on 1993-08-24/1998-08-19 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"dellReturns"
#' Daily trading volume of Dell Computer Corporation stock from October 1993 to October 1998
#'
#' A \samp{xts} object of daily trading volume of Dell Computer Corporation stock from October 1993
#' to October 1998.
#'
#' @format A \samp{xts} object on 1993-08-24/1998-08-19 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"dellVolume"
#' Daily Dow Jone Industrial Average from January 1915 to February 1990
#'
#' A \samp{xts} object of the daily Dow Jone Industrial Average from January 1915 to February 1990.
#'
#' @format A \samp{xts} object on 1915-01-04/1990-02-20 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"djia"
#' Monthly excess returns on Microsoft and S&P 500 from February 1990 to December 2000
#'
#' A \samp{xts} object of monthly excess returns on Microsoft and S&P 500 from February 1990 to
#' December 2000.
#'
#' @format A \samp{xts} object on Feb 1990/Dec 2000 containing:
#' \describe{
#' \item{MSFT}{a numeric vector}
#' \item{SP500}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"excessReturns"
#' Weekly returns on 1618 stocks from January 1997 to June 2000
#'
#' A \samp{xts} object of weekly returns on 1618 stocks from January 1997 to June 2000.
#'
#' @format A \samp{xts} object on Feb 1990/Dec 2000. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"folio"
#' Daily returns on Ford stock from February 1984 to December 1991
#'
#' A \samp{xts} object of daily returns on Ford stock from February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{ford}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"ford"
#' Monthly industrial production of France from January 1960 to December 1989
#'
#' A \samp{xts} object of monthly industrial production of France from January 1960 to December
#' 1989.
#'
#' @format A \samp{xts} object on Jan 1960/Dec 1989 containing:
#' \describe{
#' \item{frip}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"frip"
#' Daily log returns on BMW and Siemens stock from January 1973 through July 1996
#'
#' A \samp{xts} object of daily log returns on BMW and Siemens stock from January 1973 through July
#' 1996.
#'
#' @format A \samp{xts} object on 1973-01-02/1996-07-23 containing:
#' \describe{
#' \item{bmw}{a numeric vector}
#' \item{siemens}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"german"
#' Transactions level data on 3M Corporation stock for December 1999
#'
#' A \samp{xts} object of transactions level data on 3M Corporation stock for December 1999.
#'
#' @format A \samp{xts} object on 1999-12-01 09:33:32/1999-12-31 13:02:53 containing:
#' \describe{
#' \item{3M}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"highFreq3M"
#' Daily returns on HP stock from February 1984 to December 1991
#'
#' A \samp{xts} object of daily returns on HP stock from February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{hp}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"hp"
#' Monthly Argentinian imports and import taxes from Januaray 1983 to December 1990
#'
#' A \samp{xts} object of monthly Argentinian imports and import taxes from Januaray 1983 to
#' December 1990.
#'
#' @format A \samp{xts} object on Jan 1983/Dec 1990 containing:
#' \describe{
#' \item{taxes}{a numeric vector}
#' \item{imports}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"import"
#' Monthly returns on Danish stocks from January 1974 to March 1987 taken from Johansen (1995)
#'
#' A \samp{xts} object of monthly returns on Danish stocks from January 1974 to March 1987.
#'
#' @format A \samp{xts} object on Jan 1974/Mar 1987 containing:
#' \describe{
#' \item{IBO}{a numeric vector}
#' \item{IDE}{a numeric vector}
#' \item{LPY}{a numeric vector}
#' \item{LRM}{a numeric vector}
#' \item{LRY}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"johansen"
#' Monthly annual interest rate differential between US and other countries from February 1976 and
#' June 1996
#'
#' A \samp{xts} object of monthly annual interest rate differential between US and other countries
#' from February 1976 and June 1996
#'
#' @format A \samp{xts} object on Jan 1974/Mar 1987 containing:
#' \describe{
#' \item{USCNF}{a numeric vector}
#' \item{USCNS}{a numeric vector}
#' \item{USDMF}{a numeric vector}
#' \item{USDMS}{a numeric vector}
#' \item{USFRF}{a numeric vector}
#' \item{USFRS}{a numeric vector}
#' \item{USILF}{a numeric vector}
#' \item{USILS}{a numeric vector}
#' \item{USJYF}{a numeric vector}
#' \item{USJYS}{a numeric vector}
#' \item{USUKF}{a numeric vector}
#' \item{USUKS}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"lexrates"
#' Monthly forward rates of U.S. coupons from August 1985 to February 1991
#'
#' A \samp{xts} object of monthly forward rates of U.S. coupons from August 1985 to February 1991
#' computed by McCulloch and Kwon (1993).
#'
#' @format A \samp{xts} object on Aug 1985/Feb 1991. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"fwdRate"
#' Cooresponding maturity of U.S. zero coupon rates and forward rates
#'
#' A \samp{xts} object of monthly forward rates of U.S. coupons from August 1985 to February 1991
#' computed by McCulloch and Kwon (1993).
#'
#' @format A \samp{data.frame} object of 55 oberservations of 1 variable on the cooresponding
#' maturity of U.S. zero coupon rates and forward rates:
#' \describe{
#' \item{dat}{a numeric vector}
#' }
#' @source S+ FinMetrics
"maturity"
#' Monthly zero coupon rates from August 1985 to February 1991
#'
#' A \samp{xts} object of monthly zero coupon rates from August 1985 to February 1991 computed by
#' McCulloch and Kwon (1993).
#'
#' @format A \samp{xts} object on Aug 1985/Feb 1991. Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"zeroRate"
#' Daily open, high, low, close and volume on Microsoft stock from September 2000 to September 2001
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on Microsoft stock from
#' September 2000 to September 2001
#'
#' @format A \samp{xts} object on 2000-09-27/2001-09-27 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"msft"
#' Daily open, high, low, close and volume on the NASDAQ 100 from January 1996 to October 2001
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on the NASDAQ 100 from January
#' 1996 to October 2001.
#'
#' @format A \samp{xts} object on 1996-01-02/2001-10-12 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"ndx"
#' newtaxes
#'
#' A \samp{data.frame} object of newtaxes.
#'
#' @format A \samp{data.frame} object with 10 observations of 1 variable:
#' \describe{
#' \item{taxes}{a numeric vector}
#' }
#' @source S+ FinMetrics
"newtaxes"
#' Daily returns on a value weighted New York Stock Exchange Index from February 1984 to December
#' 1991
#'
#' A \samp{xts} object of daily returns on a value weighted New York Stock Exchange Index from
#' February 1984 to December 1991.
#'
#' @format A \samp{xts} object on 1984-02-02/1991-12-31 containing:
#' \describe{
#' \item{nyse}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"nyse"
#' Monthly data on U.S. real GDP and the Federal Funds rate from January 1959 to March 1998
#'
#' A \samp{xts} object of monthly data on U.S. real GDP and the Federal Funds rate from January 1959
#' to March 1998.
#'
#' @format A \samp{xts} object on Jan 1959/Mar 1998 containing:
#' \describe{
#' \item{CP}{a numeric vector}
#' \item{CPI}{a numeric vector}
#' \item{FFR}{a numeric vector}
#' \item{GDP}{a numeric vector}
#' \item{M2}{a numeric vector}
#' \item{U}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"policy"
#' Monthly data on ten size-based portfolios from the Center for Research in Security Prices (CRSP)
#' database from February 1959 to November 1993
#'
#' A \samp{xts} object of monthly data on ten size-based portfolios from the Center for Research in
#' Security Prices (CRSP) database from February 1959 to November 1993. That is, portfolio 1
#' contains the monthly returns on the smallest 10 percent of firms (by market capitalization)
#' listed on the New York Stock Exchange, and portfolio 10 contains the returns on the largest 10
#' percent of firms. The risk-free asset is the monthly return on 3-month U.S. T-bills, and real
#' consumption is measured by total U.S. personal consumption expenditures on nondurables and
#' services.
#'
#' @format A \samp{xts} object on Feb 1959/Nov 1993 containing:
#' \describe{
#' \item{CONS}{a numeric vector}
#' \item{R1}{a numeric vector}
#' \item{R2}{a numeric vector}
#' \item{R3}{a numeric vector}
#' \item{R4}{a numeric vector}
#' \item{R5}{a numeric vector}
#' \item{R6}{a numeric vector}
#' \item{R7}{a numeric vector}
#' \item{R8}{a numeric vector}
#' \item{R9}{a numeric vector}
#' \item{R10}{a numeric vector}
#' \item{RF}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"pricing"
#' Monthly data on the annual nominal interest rate of the 30 day T-bill from July 1926 to
#' December 2000
#'
#' A \samp{xts} object of monthly data on the annual nominal interest rate of the 30 day T-bill from
#' July 1926 to December 2000.
#'
#' @format A \samp{xts} object on Jul 1926/Dec 2000 containing:
#' \describe{
#' \item{rf}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"rf30"
#' Yearly S&P 500 dividend information from 1871 to 2000
#'
#' A \samp{xts} object of yearly S&P 500 dividend information from 1871 to 2000.
#'
#' @format A \samp{xts} object on Jan 1871/Jan 2000 containing:
#' \describe{
#' \item{cpi}{a numeric vector}
#' \item{dividend}{a numeric vector}
#' \item{dp.ratio}{a numeric vector}
#' \item{dp.yield}{a numeric vector}
#' \item{earnings}{a numeric vector}
#' \item{pe.10}{a numeric vector}
#' \item{price}{a numeric vector}
#' \item{real.dividend}{a numeric vector}
#' \item{real.earnings}{a numeric vector}
#' \item{real.price}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"shillerAnnual"
#' Monthly S&P 500 dividend information from 1871 to 2000
#'
#' A \samp{xts} object of monthly S&P 500 dividend information from 1871 to 2000.
#'
#' @format A \samp{xts} object on Jan 1871/Mar 2001 containing:
#' \describe{
#' \item{cpi}{a numeric vector}
#' \item{dividend}{a numeric vector}
#' \item{earnings}{a numeric vector}
#' \item{pe.10}{a numeric vector}
#' \item{price}{a numeric vector}
#' \item{real.dividend}{a numeric vector}
#' \item{real.earnings}{a numeric vector}
#' \item{real.price}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"shiller"
#' Monthly closing price on Microsoft and the S&P 500 Index from January 1990 to January 2001
#'
#' A \samp{xts} object of monthly closing price on Microsoft and the S&P 500 Index from January 1990
#' to January 2001.
#'
#' @format A \samp{xts} object on Jan 1990/Jan 2001 containing:
#' \describe{
#' \item{msft}{a numeric vector}
#' \item{sp500}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"singleIndex"
#' Daily closing price of the S&P 500 Index from January 1960 to October 1987
#'
#' A \samp{xts} object of daily closing price of the S&P 500 Index from January 1960 to October
#' 1987.
#'
#' @format A \samp{xts} object on 1960-01-04/1987-10-16 containing:
#' \describe{
#' \item{close}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"sp"
#' Daily returns of the S&P 500 Index from January 1928 to August 1991
#'
#' A \samp{xts} object of daily returns of the S&P 500 Index from January 1928 to August 1991.
#'
#' @format A \samp{xts} object on 1928-01-04/1991-08-30 containing:
#' \describe{
#' \item{returns}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"sp500"
#' stackLoss
#'
#' A \samp{data.frame} object of stackLoss.
#'
#' @format A \samp{data.frame} object with 21 observations of 1 variable:
#' \describe{
#' \item{dat}{a numeric vector}
#' }
#' @source S+ FinMetrics
"stackLoss"
#' stackX
#'
#' A \samp{data.frame} object of stackX.
#'
#' @format A \samp{data.frame} object with 21 observations of 3 variables:
#' \describe{
#' \item{airFlow}{a numeric vector}
#' \item{waterTemp}{a numeric vector}
#' \item{acidCon}{a numeric vector}
#' }
#' @source S+ FinMetrics
"stackX"
#' Monthly data on real stock returns, real interest rates, inflation and real output growth from
#' July 1926 to December 2000
#'
#' A \samp{xts} object of monthly data on real stock returns, real interest rates, inflation and
#' real output growth from July 1926 to December 2000.
#'
#' @format A \samp{xts} object on Jul 1926/Dec 2000 containing:
#' \describe{
#' \item{INF}{a numeric vector}
#' \item{IPG}{a numeric vector}
#' \item{marketReal}{a numeric vector}
#' \item{rfReal}{a numeric vector}
#' }
#' Indexed by objects of class: [yearmon] TZ: UTC
#' @source S+ FinMetrics
"varex"
#' Daily open, high, low, close and volume on Yahoo stock for the month of February 2002
#'
#' A \samp{xts} object of the daily open, high, low, close and volume on Yahoo stock for the month
#' of February 2002.
#'
#' @format A \samp{xts} object on 2002-02-01/2002-02-28 containing:
#' \describe{
#' \item{open}{a numeric vector}
#' \item{high}{a numeric vector}
#' \item{low}{a numeric vector}
#' \item{close}{a numeric vector}
#' \item{volume}{a numeric vector}
#' }
#' Indexed by objects of class: [POSIXct,POSIXt] TZ: UTC
#' @source S+ FinMetrics
"yahoo"
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