CommonFactors: Factor set of several commonly used factors

Description Usage Format Source

Description

Collection of common factors as both monthly and quarterly time series

Usage

1

Format

xts time series object

factors.M

Jan-1997 through May-2014

factors.Q

Q1-1997 through Q1-2014

Source


factorAnalytics documentation built on April 15, 2017, 11:18 a.m.