StockFXBond: Stock, bond, and foreign exchange data
In sdafe: Companion to Statistics and Data Analysis for Financial Engineering
Description
Usage
Format
Details
Source
References
Examples
Description
Daily quotes form 1987-01-02 to 2006-09-01
Usage
1
Format
A data frame with 4963 observations on the following 32 variables.
Datea character vector
GM_Volumea numeric vector
GM_ACa numeric vector
F_Volumea numeric vector
F_ACa numeric vector
UTX_Volumea numeric vector
UTX_ACa numeric vector
CAT_Volumea numeric vector
CAT_ACa numeric vector
MRK_Volumea numeric vector
MRK_ACa numeric vector
PFE_Volumea numeric vector
PFE_ACa numeric vector
IBM_Volumea numeric vector
IBM_ACa numeric vector
MSFT_Volumea numeric vector
MSFT_ACa numeric vector
C_Volumea numeric vector
C_ACa numeric vector
XOM_Volumea numeric vector
XOM_ACa numeric vector
S&P_ACa numeric vector
S&P_Volumea numeric vector
1 year Treasury Constant Maturity Ratea numeric vector
3-Year Treasury Constant Maturity Ratea numeric vector
10 year Treasury Constant Maturity Ratea numeric vector
30 year Treasury Constant Maturity Ratea numeric vector
Aaa Bond Yielda numeric vector
Baa Bond Yielda numeric vector
$/Euroa numeric vector
Yen/$a numeric vector
Brazil Real/$a numeric vector
Details
Dataset used in:
2.5 R Lab
11.10 R Lab
17.9 R Lab
19.13 Exercises
Source
David Ruppert's textbook web page:
http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html
References
Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010
Examples
1
2
sdafe documentation built on May 2, 2019, 4:49 p.m.
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Description Usage Format Details Source References Examples
Description
Daily quotes form 1987-01-02 to 2006-09-01
Usage
1 |
Format
A data frame with 4963 observations on the following 32 variables.
Datea character vector
GM_Volumea numeric vector
GM_ACa numeric vector
F_Volumea numeric vector
F_ACa numeric vector
UTX_Volumea numeric vector
UTX_ACa numeric vector
CAT_Volumea numeric vector
CAT_ACa numeric vector
MRK_Volumea numeric vector
MRK_ACa numeric vector
PFE_Volumea numeric vector
PFE_ACa numeric vector
IBM_Volumea numeric vector
IBM_ACa numeric vector
MSFT_Volumea numeric vector
MSFT_ACa numeric vector
C_Volumea numeric vector
C_ACa numeric vector
XOM_Volumea numeric vector
XOM_ACa numeric vector
S&P_ACa numeric vector
S&P_Volumea numeric vector
1 year Treasury Constant Maturity Ratea numeric vector
3-Year Treasury Constant Maturity Ratea numeric vector
10 year Treasury Constant Maturity Ratea numeric vector
30 year Treasury Constant Maturity Ratea numeric vector
Aaa Bond Yielda numeric vector
Baa Bond Yielda numeric vector
$/Euroa numeric vector
Yen/$a numeric vector
Brazil Real/$a numeric vector
Details
Dataset used in:
2.5 R Lab
11.10 R Lab
17.9 R Lab
19.13 Exercises
Source
David Ruppert's textbook web page:
http://people.orie.cornell.edu/~davidr/SDAFE/data/index.html
References
Statistics and Data Analysis for Financial Engineering by David Ruppert, Springer 2010
Examples
1 2 |
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