00fEcofin-package: Economic and Financial Data Package

Description Details Overview of Topics: 1. CIA Factbook Data Sets 2. Data Sets for the fBond Package 3. Data Sets for the fPortfolio Package 4. Data Sets from the Performance Analytics 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

Description

Package of econometric and financial data sets.

Details

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: http://www.rmetrics.org

Overview of Topics:

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.

1. CIA Factbook Data Sets

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.

2. Data Sets for the fBond Package

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.

3. Data Sets for the fPortfolio Package

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.

4. Data Sets from the Performance Analytics Package

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.

5. Data Sets from the R for Quants Textbook

contains data sets from the book "Basic R for Quants".

6. Data Sets used in several Rmetrics Packages

contains general data sets used in many Rmetrics packages.

7. World Federation of Stock Exchanges Data Sets

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.

8. Data Sets from Zivot-Wang's Textbook

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.

fEcofin documentation built on Nov. 17, 2017, 2:26 p.m.