fEcofin-package | R Documentation |
Package of econometric and financial data sets.
Package: | fEcofin |
Type: | Package |
Version: | 261.73.1 |
Date: | 2008 |
License: | GPL Version 2 or later |
Copyright: | (c) 1999-2008 Diethelm Wuertz and Rmetrics Foundation |
URL: | https://www.rmetrics.org |
1. CIA Factbook Data Sets
2. Data Sets for the fBond Package
3. Data Sets for the fPortfolio Package
4. Data Sets from the PerformanceAnalytics Package
5. Data Sets from the R for Quants Textbook
6. Data Sets used in several Rmetrics Packages
7. World Federation of Stock Exchanges Data Sets
8. Data Sets from Zivot-Wang's Textbook.
A collection and description of functions to extract
financial and economic market statistics from the
data available in the CIA World Factbook.
The functions are:
ciaCountries | Returns a list of CIA country codes, |
ciaIndicators | Returns a list of CIA indicator codes, |
ciaByCountry | Returns all Indicators by country, |
ciaByIndicator | Returns for all countries indicator ranking. |
contains demo data sets from the Bond Market.
The data sets are:
bundesbankNSS | Nelson-Siegel-Svensson Coefficients, |
mk.zero2 | US zero-coupon yield curve, |
mk.maturity | US term structure maturities. |
contains demo data sets for portfolio optimization.
The data sets are:
altInvest | Monthly Alternative Investment Data Set, |
annualInvest | Annual Investment Data Set, |
assetsCorr | US Asset Correlation Matrix, |
berndtInvest | Berndt's Investment Data Set, |
jobstCov | Covariance Matrix of 30 Stocks, |
largecap.ts | Monthly US Largecap Equities, |
microcap.ts | Monthly US Microcap Equities, |
midcap.ts | Monthly US Midcap Equities, |
smallcap.ts | Monthly US Smallcap Equities, |
midcapD.ts | Daily US Midcap Equities, |
returns.three.ts | Returns, |
SWXLP | Swiss Pension Fund LPP-2000, |
LPP2005REC | Swiss Pension Fund LPP-2005. |
equityFunds | Equity Funds. |
contains data sets for use in the examples of portfolio performance analytics.
The data sets are:
edhec.tS | composite hedge fund style index returns, |
managers.tS | fixed income benchmarks. |
contains data sets from the book "Basic R for Quants".
contains general data sets used in many Rmetrics packages.
contains data sets of financial and economic market
statistics from exchange data collected by the World
Federation of Stock Exchanges.
The data sets are:
wfe1 | Market capitalization of domestic companies, |
wfe2 | Total number of companies with shares listed, |
wfe3 | Total value of share trading, |
wfe4 | Market value of bonds listed, |
wfe5 | Total value of bond trading, and |
wfe6 | Price earning ratio an gross dividend yield. |
contains demo time series data sets for economic and financial market analysis.
The data sets are:
bmwRet | Daily BMW Stock Returns, |
CPI.dat | US Consumer Price Index, |
IP.dat | US Industrial Production Index, |
danishClaims | Danish Fire Losses, |
dem2gbp | DEM/GBP Foreign Exchange Rate, |
DowJones30 | Down Jones 30 Stocks, |
ford.s | Daily Ford Stock Prices, |
hp.s | Daily Hewlett-Packard Stock Prices, |
klein | Klein's US Economic Data Set, |
kmenta | Kmenta's US Economic Data Set, |
msft.dat | Microsoft Stock Prices, |
nelsonplosser | Nelson-Plosser US Economic Time Series, |
nyse | NYSE Composite Index, |
recession | US Recession Data Set, |
shiller.dat | Shiller's Data Set, |
shiller.annual | Shiller's Annual Data Set, |
singleIndex.dat | US Index and Price Data Records, |
sp500dge | Daily DGE SP500 Returns, |
sp500index | Daily SP500 Index Returns, |
surex1.ts.dat | Exchange Rate Spot Returns, |
yhoo.df | Yahoo Stock Prices. |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.