R/ZivotWangTextbook.R

In fEcofin: Rmetrics - Economic and Financial Data Sets

# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General 
# Public License along with this library; if not, write to the 
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston, 
# MA  02111-1307  USA

# Copyrights (C)
# for this R-port: 
#   1999 - 2008, Diethelm Wuertz, Rmetrics Foundation, GPL
#   Diethelm Wuertz <wuertz@itp.phys.ethz.ch>
#   www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
#   see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
#   see Rmetrics's copyright file


################################################################################
# FUNCTIONS:           DESCRIPTION:                
#  CPI.dat              Zivot-Wang
#  dem2gbp              Rmetrics
#  DEM98NYC             Rmetrics
#  DEM98ZRH             Rmetrics
#  DowJones30           Zivot-Wang
#  ford.s               Zivot-Wang
#  hp.s                 Zivot-Wang
#  IP.dat               Zivot-Wang
#  klein                Rmetrics
#  kmenta               Rmetrics
#  msft.dat             Zivot-Wang
#  nelsonplosser        Zivot-Wang [nelson.dat]
#  nyse                 Zivot-Wang [nyse]{nyse.s]
#  recession            Rmetrics
#  shiller.dat          Zivot-Wang
#  shiller.annual       Zivot-Wang
#  singleIndex.dat      Zivot-Wang
#  sp500dge             Zivot-Wang [sp.raw][sp500][sp500.s]
#  sp500index           Rmetrics
#  surex1.ts            Zivot-Wang
#  usdchf               Rmetrics
#  usdthb               Rmetrics
#  yhoo.df              Zivot-Wang
################################################################################