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\name{fBasicsData}
\alias{fBasicsData}
\alias{Capitalization}
\alias{cars2}
\alias{DowJones30}
\alias{HedgeFund}
\alias{msft.dat}
\alias{nyse}
\alias{PensionFund}
\alias{swissEconomy}
\alias{SWXLP}
\alias{usdthb}
%--------------------------------------------------------------
\title{fBasics data sets}
\description{
The following data sets are part of this package:
\tabular{ll}{
\code{Capitalization} \tab Market capitalization of domestic companies, \cr
\code{cars2} \tab Data for various car models, \cr
\code{DowJones30} \tab Down Jones 30 stocks, \cr
\code{HedgeFund} \tab Hennessee Hedge Fund Indices, \cr
\code{msft.dat} \tab Daily Microsoft OHLC prices and volume, \cr
\code{nyse} \tab NYSE composite Index, \cr
\code{PensionFund} \tab Swiss Pension Fund LPP-2005, \cr
\code{swissEconomy} \tab Swiss Economic Data, \cr
\code{SWXLP} \tab Swiss Pension Fund LPP-2000, \cr
\code{usdthb} \tab Tick data of USD to THB.
}
}
%--------------------------------------------------------------
\details{
All datasets are data frames. A brief description is given below.
\bold{Capitalization:}\cr
\code{Capitalization}
contains market capitalization of 13 domestic companies for 6 years
(from 2003 to 2008) in USD millions. Each row contains the data for
one company/stock exchange.
\bold{cars2:}\cr
\code{cars2}
contains columns \code{rowNames} (model), \code{Price},
\code{Country}, \code{Reliability}, \code{Mileage}, (\code{Type}),
(\code{Weight}), \code{Disp.} (engine displacement) and \code{HP}
(\code{net horsepower}) reprsenting the indicated properties of 60 car
models.
\bold{DowJones30:}\cr
\code{DowJones30}
contains 2529 daily observations from the \sQuote{Dow Jones 30} Index
series. The first row contains the dates (from 1990-12-31 to
2001-01-02). Each of the remaining thirty columns represents the
closing price of a stock in the Index.
\bold{HedgeFund:}\cr
\code{HedgeFund}
contains monthly percentage returns of 16 hedge fund strategies from
Hennessee Group LLC for year 2005.
\bold{msft.dat:}\cr
\code{msft.dat}
contains daily prices (open, high, low and close) and volumes for the
Microsoft stocks. It is a data frame with column names
\code{"\%Y-\%m-\%d"}, \code{"Open"}, \code{"High"}, \code{"Low"},
\code{"Close"}, \code{"Volume"}.
\emph{Note:} there is a dataset, \code{MSFT}, in package
\pkg{timeSeries} which contains the same data but is of class
\code{"timeSeries"}.
\bold{nyse:}\cr
\code{nyse}
contains daily records of the NYSE Composite Index from 1966-01-04 to
2002-12-31 (9311 observations). The data is in column \code{"NYSE"}
(second column). The first column contains the dates.
\bold{PensionFund:}\cr
\code{PensionFund}
is a daily data set of the Swiss pension fund benchmark LPP-2005.
The data set ranges from 2005-11-01 to 2007-04-11.
The columns are named: SBI, SPI, SII, LMI, MPI, ALT, LPP25, LPP40, LPP60.
\bold{swissEconomy:}\cr
\code{swissEconomy}
contains the GDP per capita (\code{GDPR}), exports (\code{EXPO}),
imports (\code{IMPO}), interest rates (\code{INTR}), inflation
(\code{INFL}), unemployment (\code{UNEM}) and population (\code{POPU})
foryears 1964 to 1999 for Switzerland.
\bold{SWXLP:}\cr
\code{SWXLP}
is a daily data set of the Swiss pension fund benchmark LPP-2000. The
data set ranges from 2000-01-03 to 2007-05-08 (1917 observations). The
first column contains the dates. The remaining columns are named: SBI,
SPI, SII, LP25, LP40, LP60.
\bold{usdthb:}\cr
\code{usdthb}
Tick data of US Dollar (USD) in Thailand Bhat (THB) collected from
Reuters. The date is in the first column in YYYYMMDDhhmm format. The
remaining columns contain: delay time (\code{DELAY}), contributor
(\code{CONTRIBUTOR}), bid (\code{BID}) and ask (\code{ASK}) prices,
and quality flag (\code{FLAG}). It covers the Asia FX crisis in June
1997.
}
%--------------------------------------------------------------
\references{
\bold{Capitalization:}\cr
\emph{World Federation of Stock Exchanges},
http://www.world-exchanges.org/statistics.
\bold{cars2:}\cr
Derived from the car90 dataset within the rpart package.
The car90 dataset is based on the car.all dataset in S-PLUS.
Original data comes from:
April 1990, \emph{Consumer Reports Magazine},
pages 235-255, 281-285 and 287-288.
% Package rpart (dataset: car90)
% This is derived (with permission) from the data set car.all
% in S-PLUS, but with some further clean up of variable names and definitions.
% http://ftp.yzu.edu.tw/CRAN/doc/contrib/Lam-IntroductionToR_LHL.pdf
% http://www.uni-muenster.de/ZIV.BennoSueselbeck/s-html/helpfiles/car.all.html
\bold{DowJones30}\cr
https://www.yahoo.com.
\bold{HedgeFund:}\cr
http://www.hennesseegroup.com/indices/returns/year/2005.html.
\bold{msft.dat:}\cr
https://www.yahoo.com.
\bold{nyse:}\cr
https://www.nyse.com.
\bold{PensionFund:}\cr
SBI, SPI, SII: SIX (Swiss Exchange Zurich);
LPP25, LPP40, LPP60: Banque Pictet Geneva;
LMI, MPI, ALT: Recalculated from the indices and benchmarks.
\bold{swissEconomy:}\cr
https://www.oecd.org/ and https://www.imf.org/.
\bold{SWXLP:}\cr
SBI, SPI, SII: SIX (Swiss Exchange Zurich);
LPP25, LPP40, LPP60: Banque Pictet Geneva.
\bold{usdthb:}\cr
Reuters Select Feed Terminal (1997).
% \bold{Example:}\cr
% McCullough B.D., Renfro C.G. (1998);
% \emph{Benchmarks and Software Standards: A Case Study of GARCH Procedures},
% Journal of Economic and Social Measurement 25, 59--71.
}
%--------------------------------------------------------------
\examples{
## Plot DowJones30 Example Data Set
series <- timeSeries::as.timeSeries(DowJones30)
head(series)
plot(series[,1:6], type = "l")
## msft.dat contains (almost?) the same data as MSFT in package timeSeries
data(MSFT, package = "timeSeries")
m1 <- as.matrix(msft.dat[, -1]) # drop date stamps in column 1
m2 <- as.matrix(MSFT)
all.equal(m1, m2, check.attributes = FALSE) # TRUE
## compare the dates:
all.equal(format(msft.dat[ , 1]), format(time(MSFT))) # TRUE
}
\keyword{datasets}
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