00fEcofin-package: Economic and Financial Data Package

In fEcofin: Rmetrics - Economic and Financial Data Sets

Economic and Financial Data Package

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:	https://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 Sept. 9, 2022, 3:01 p.m.